V-Lab: Amorepacific Corp GJR-GARCH Volatility Analysis

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V-Lab

Amorepacific Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:42.74% (+1.03%)

Analysis last updated: Thursday, April 18, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2366	18.46
$α$	0.0828	15.71
$β$	0.8799	203.40
$γ$	-0.0066	-0.85

Estimation Period:
Jun 29, 2006 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts