V-Lab: Hankook Cosmetics Co Ltd Asy. MEM Volatility Analysis

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V-Lab

Hankook Cosmetics Co Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:64.78% (+11.47%)

Analysis last updated: Wednesday, May 1, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5260	15.41
$α$	0.2149	26.37
$β$	0.7685	125.70
$γ$	0.0051	0.40

Estimation Period:
Jun 2, 2010 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts