V-Lab: Hankook Cosmetics Manufacturing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hankook Cosmetics Manufacturing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.39% (-1.07%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8957	4.13
$α$	0.1238	9.32
$β$	0.8596	61.08
$γ_{1}$	0.0511	1.14
$γ_{2}$	-0.0523	-0.75
$γ_{3}$	-0.0961	-1.69
$γ_{4}$	0.2208	3.53
$γ_{5}$	-0.2055	-3.12
$γ_{6}$	0.1386	2.32
$γ_{7}$	-0.1201	-2.12
$γ_{8}$	0.0969	2.15

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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