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

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V-Lab

Hankook Cosmetics Manufacturing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:33.13% (-1.34%)

Analysis last updated: Saturday, May 4, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9023	4.15
$α$	0.1237	9.31
$β$	0.8598	61.14
$γ_{1}$	0.0525	1.18
$γ_{2}$	-0.0552	-0.80
$γ_{3}$	-0.0925	-1.63
$γ_{4}$	0.2176	3.47
$γ_{5}$	-0.2037	-3.08
$γ_{6}$	0.1377	2.29
$γ_{7}$	-0.1193	-2.11
$γ_{8}$	0.0967	2.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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