V-Lab: Hankook Cosmetics Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Hankook Cosmetics Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:77.24% (+17.38%)

Analysis last updated: Sunday, May 19, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	246.5027	9.36
$α$	0.1173	86.83
$β$	0.9990	10858.70
$ν$	3	76.27

Estimation Period:
Jun 2, 2010 to May 17, 2024