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

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V-Lab

Hankook Cosmetics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:71.14% (-10.61%)

Analysis last updated: Friday, May 3, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5959	2.30
$α$	0.2363	5.52
$β$	0.6953	19.86
$γ_{1}$	-0.6114	-1.70
$γ_{2}$	0.9284	1.91
$γ_{3}$	-0.6995	-2.25
$γ_{4}$	0.8076	2.13
$γ_{5}$	-0.9428	-2.41
$γ_{6}$	1.0123	3.54
$γ_{7}$	-0.6870	-4.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts