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

V-Lab

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V-Lab

Hyundai Futurenet Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:33.94% (-2.08%)

Analysis last updated: Saturday, May 11, 2024 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5548	5.13
$α$	0.0781	4.73
$β$	0.8255	16.50
$γ_{1}$	-0.1355	-0.26
$γ_{2}$	-0.0055	-0.01
$γ_{3}$	0.7585	1.34
$γ_{4}$	-1.4124	-2.03
$γ_{5}$	1.4840	2.30
$γ_{6}$	-1.1095	-2.29
$γ_{7}$	1.2716	2.43
$γ_{8}$	-2.1619	-2.99
$γ_{9}$	2.1286	2.61
$γ_{10}$	-1.0655	-1.24

Estimation Period:
Dec 23, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts