V-Lab: Amorepacific Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Amorepacific Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:54.09% (-4.71%)

Analysis last updated: Friday, May 3, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4735	3.44
$α$	0.0915	4.87
$β$	0.7427	14.18
$γ_{1}$	-0.6947	-2.96
$γ_{2}$	0.9221	3.00
$γ_{3}$	-0.4106	-2.86
$γ_{4}$	0.4910	4.10
$γ_{5}$	-0.5961	-4.97
$γ_{6}$	0.5136	3.61
$γ_{7}$	-0.4269	-2.78
$γ_{8}$	0.3379	2.23
$γ_{9}$	-0.1906	-1.74

Estimation Period:
Jun 29, 2006 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts