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V-Lab

Hankook Technology Inc 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 SGARCH
paramt-stat
ω46.39783.86
α0.7369139.33
β0.263049.85
γ1-0.3764-1.62
γ20.55461.54
γ3-0.2478-0.85
γ40.17440.58
γ5-0.5340-1.50
γ62.05833.20
γ7-16.8451-5.16
γ852.71285.11
γ9-158.4399-11.88
γ10397.965344.28
Estimation Period:
Oct 16, 2007 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts