V-Lab: Hankook Cosmetics Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Hankook Cosmetics Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.76% (-5.75%)

Analysis last updated: Friday, May 3, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	240.6565	9.33
$α$	0.1184	86.45
$β$	0.9990	10858.70
$ν$	3	71.29

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