V-Lab: Amorepacific Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Amorepacific Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:38.81% (+1.66%)

Analysis last updated: Saturday, April 27, 2024 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4684	3.38
$α$	0.0893	4.78
$β$	0.7456	13.89
$γ_{1}$	-0.7143	-3.01
$γ_{2}$	0.9543	3.07
$γ_{3}$	-0.4341	-3.02
$γ_{4}$	0.5119	4.29
$γ_{5}$	-0.6165	-5.15
$γ_{6}$	0.5362	3.76
$γ_{7}$	-0.4583	-2.93
$γ_{8}$	0.3966	2.36
$γ_{9}$	-0.3492	-1.37

Estimation Period:
Jun 29, 2006 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts