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

V-Lab

| |

V-Lab

Hankook Cosmetics Manufacturing Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.70% (-0.69%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9170	4.22
$α$	0.1235	9.37
$β$	0.8601	61.39
$γ_{1}$	0.0559	1.25
$γ_{2}$	-0.0579	-0.84
$γ_{3}$	-0.0973	-1.71
$γ_{4}$	0.2269	3.61
$γ_{5}$	-0.2144	-3.23
$γ_{6}$	0.1511	2.49
$γ_{7}$	-0.1443	-2.38
$γ_{8}$	0.1579	2.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Hankook Cosmetics Manufacturing Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH