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Hankook Technology Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, October 8, 2024 at 09:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hankook Technology Inc S0GARCH
paramt-stat
ω0.49420.47
α0.536936.87
β0.462835.33
γ1-3.0036-0.54
γ23.46350.59
γ3-0.4948-0.91
γ4-0.1188-0.32
γ50.35320.99
γ6-0.1718-0.42
γ70.13360.16
γ8-21.6592-10.62
γ964.019313.40
γ10-63.7040-13.03
Estimation Period:
Oct 16, 2007 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts