V-Lab: Namsun Aluminum Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Namsun Aluminum Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:43.09% (+0.72%)

Analysis last updated: Friday, April 19, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4585	20.89
$α$	0.1092	20.40
$β$	0.8789	275.33
$γ$	-0.0231	-2.54

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts