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

V-Lab

| |

V-Lab

Namsung Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:42.23% (+0.08%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9160	5.65
$α$	0.1256	6.48
$β$	0.8371	31.68
$γ_{1}$	-0.0046	-0.08
$γ_{2}$	0.0927	0.99
$γ_{3}$	-0.2149	-2.65
$γ_{4}$	0.1753	2.20
$γ_{5}$	-0.0790	-0.99
$γ_{6}$	0.0236	0.26
$γ_{7}$	0.1393	1.50
$γ_{8}$	-0.2543	-2.31
$γ_{9}$	0.1792	1.32
$γ_{10}$	-0.0866	-0.79

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts