V-Lab: NongShim Co Ltd EGARCH Volatility Analysis

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V-Lab

NongShim Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:28.00% (-0.01%)

Analysis last updated: Thursday, April 18, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0778	25.07
$α$	0.1898	38.80
$β$	0.9566	508.26
$γ$	-0.0085	-1.86

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts