V-Lab: Hyundai Futurenet Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hyundai Futurenet Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:37.67% (-1.92%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5551	5.12
$α$	0.0773	4.72
$β$	0.8283	16.73
$γ_{1}$	-0.1345	-0.26
$γ_{2}$	-0.0016	-0.00
$γ_{3}$	0.7439	1.30
$γ_{4}$	-1.3908	-1.98
$γ_{5}$	1.4590	2.24
$γ_{6}$	-1.0834	-2.23
$γ_{7}$	1.2481	2.41
$γ_{8}$	-2.1380	-3.07
$γ_{9}$	2.0843	2.88
$γ_{10}$	-0.9372	-2.21

Estimation Period:
Dec 23, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts