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 Monday, April 22nd, 2024:45.62% (-0.57%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4740	3.43
$α$	0.0903	4.84
$β$	0.7453	14.25
$γ_{1}$	-0.6974	-2.96
$γ_{2}$	0.9263	3.00
$γ_{3}$	-0.4150	-2.87
$γ_{4}$	0.4980	4.14
$γ_{5}$	-0.6041	-4.99
$γ_{6}$	0.5204	3.62
$γ_{7}$	-0.4305	-2.77
$γ_{8}$	0.3346	2.19
$γ_{9}$	-0.1829	-1.67

Estimation Period:
Jun 29, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts