V-Lab: Hankook & Co AGARCH Volatility Analysis

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V-Lab

Hankook & Co AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.24% (+0.91%)

Analysis last updated: Sunday, April 21, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0382	10.53
$α$	0.0639	35.85
$β$	0.9337	522.49
$γ$	0.2710	5.17

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts