V-Lab: Namsun Aluminum Co Ltd EGARCH Volatility Analysis

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V-Lab

Namsun Aluminum Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:38.11% (-2.09%)

Analysis last updated: Thursday, April 18, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1455	26.22
$α$	0.2458	44.87
$β$	0.9542	499.06
$γ$	0.0261	4.89

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

News Impact Curve

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Volatility Forecasts