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

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V-Lab

Hankook Cosmetics Manufacturing Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:154.08% (-2.19%)

Analysis last updated: Sunday, May 19, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8231	4.39
$α$	0.1237	9.21
$β$	0.8547	55.68
$γ_{1}$	0.0288	0.49
$γ_{2}$	0.0217	0.24
$γ_{3}$	-0.1991	-2.94
$γ_{4}$	0.2627	4.33
$γ_{5}$	-0.1311	-1.72
$γ_{6}$	-0.0198	-0.19
$γ_{7}$	0.1047	0.89
$γ_{8}$	-0.1917	-1.79
$γ_{9}$	0.3675	2.55

Estimation Period:
Jan 3, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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