V-Lab: NamKwang Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NamKwang Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.09% (-2.23%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6599	4.71
$α$	0.1648	11.64
$β$	0.7812	40.42
$γ_{1}$	-0.0007	-0.02
$γ_{2}$	0.0522	0.90
$γ_{3}$	-0.1512	-4.05
$γ_{4}$	0.1395	3.06
$γ_{5}$	0.0323	0.53
$γ_{6}$	-0.1905	-2.59
$γ_{7}$	0.1656	2.72
$γ_{8}$	-0.0410	-1.33

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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