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

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V-Lab

Hankook Cosmetics Manufacturing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:25.68% (-0.76%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8978	4.13
$α$	0.1237	9.31
$β$	0.8598	61.20
$γ_{1}$	0.0520	1.16
$γ_{2}$	-0.0542	-0.79
$γ_{3}$	-0.0941	-1.66
$γ_{4}$	0.2199	3.51
$γ_{5}$	-0.2060	-3.12
$γ_{6}$	0.1397	2.33
$γ_{7}$	-0.1219	-2.15
$γ_{8}$	0.0990	2.19

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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