V-Lab: Amorepacific Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Amorepacific Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:46.80% (+0.15%)

Analysis last updated: Friday, April 19, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4734	3.43
$α$	0.0906	4.83
$β$	0.7436	14.14
$γ_{1}$	-0.6973	-2.95
$γ_{2}$	0.9269	2.99
$γ_{3}$	-0.4167	-2.88
$γ_{4}$	0.4995	4.15
$γ_{5}$	-0.6050	-4.99
$γ_{6}$	0.5216	3.63
$γ_{7}$	-0.4334	-2.79
$γ_{8}$	0.3395	2.22
$γ_{9}$	-0.1878	-1.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts