V-Lab: Namyang Dairy Products Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Namyang Dairy Products Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.59% (-1.78%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9042	5.74
$α$	0.1491	9.41
$β$	0.7610	31.12
$γ_{1}$	0.0571	1.87
$γ_{2}$	-0.1024	-2.34
$γ_{3}$	0.0389	1.52
$γ_{4}$	0.0263	1.16
$γ_{5}$	-0.0504	-2.23
$γ_{6}$	0.0882	3.58
$γ_{7}$	-0.0877	-4.37

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Namyang Dairy Products Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH