V-Lab: Hankook Cosmetics Manufacturing Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Hankook Cosmetics Manufacturing Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:31.17% (-1.90%)

Analysis last updated: Thursday, May 16, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1484	18.58
$β$	0.5877	18.19
$γ$	0.0281	2.29
$λ_{1}$	0.7342	1.31
$λ_{2}$	0.3048	1.25
$λ_{3}$	0.6672	2.48

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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