V-Lab: Namsun Aluminum Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Namsun Aluminum Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:42.20% (-1.07%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6784	7.59
$α$	0.1386	9.12
$β$	0.7564	25.31
$γ_{1}$	0.0350	0.76
$γ_{2}$	0.0042	0.05
$γ_{3}$	-0.1010	-1.42
$γ_{4}$	0.0245	0.34
$γ_{5}$	0.0948	1.54
$γ_{6}$	-0.0896	-1.66
$γ_{7}$	0.0202	0.34
$γ_{8}$	0.0966	1.30
$γ_{9}$	-0.1741	-1.90
$γ_{10}$	0.1236	1.75

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

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