V-Lab: Hankook & Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hankook & Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.70% (+6.44%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8926	6.69
$α$	0.0652	6.80
$β$	0.9097	60.63
$γ_{1}$	0.0752	3.74
$γ_{2}$	-0.1363	-4.47
$γ_{3}$	0.0907	4.61
$γ_{4}$	-0.0633	-3.46
$γ_{5}$	0.0702	3.86
$γ_{6}$	-0.0481	-3.37

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts