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

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V-Lab

Nexolon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 17th, 2017:440.20% (-139.08%)

Analysis last updated: Friday, April 14, 2017 at 07:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8619	5.05
$α$	0.2954	4.62
$β$	0.4329	5.28
$γ_{1}$	4.7715	1.86
$γ_{2}$	-7.0461	-1.70
$γ_{3}$	2.3444	0.86
$γ_{4}$	3.3632	1.36
$γ_{5}$	-3.7481	-1.23
$γ_{6}$	-6.4578	-2.04
$γ_{7}$	15.8115	3.45
$γ_{8}$	-13.3889	-2.79

Estimation Period:
Oct 14, 2011 to Apr 14, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts