V-Lab: Hankook Cosmetics Co Ltd EGARCH Volatility Analysis

V-Lab

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V-Lab

Hankook Cosmetics Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:42.19% (-1.31%)

Analysis last updated: Tuesday, April 30, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2412	14.93
$α$	0.3070	21.19
$β$	0.9148	158.85
$γ$	-0.0058	-0.31

Estimation Period:
Jun 2, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts