V-Lab: Hankuk Glass Industries Inc AGARCH Volatility Analysis

V-Lab

| |

V-Lab

Hankuk Glass Industries Inc AGARCH Volatility Analysis

Volatility Prediction for Thursday, December 13th, 2018:97.85% (-7.10%)

Analysis last updated: Wednesday, December 12, 2018 at 08:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1330	14.63
$α$	0.1225	29.63
$β$	0.8660	208.18
$γ$	-0.4696	-7.07

Estimation Period:
Jan 3, 1990 to Dec 7, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts