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

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V-Lab

Hankook Cosmetics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:48.93% (-1.96%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5974	2.28
$α$	0.2381	5.54
$β$	0.6951	19.96
$γ_{1}$	-0.6212	-1.72
$γ_{2}$	0.9435	1.92
$γ_{3}$	-0.7111	-2.26
$γ_{4}$	0.8204	2.14
$γ_{5}$	-0.9507	-2.42
$γ_{6}$	1.0036	3.51
$γ_{7}$	-0.6683	-3.92

Estimation Period:
Jun 2, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts