V-Lab: Han Kuk Carbon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Han Kuk Carbon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.35% (-0.53%)

Analysis last updated: Wednesday, May 1, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1387	6.49
$α$	0.0585	8.44
$β$	0.9309	111.26
$γ_{1}$	-0.0060	-2.24
$γ_{2}$	0.0093	2.69

Estimation Period:
Sep 12, 1995 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts