V-Lab: NHN Corp EGARCH Volatility Analysis

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V-Lab

NHN Corp EGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.93% (-1.06%)

Analysis last updated: Sunday, April 21, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0509	13.71
$α$	0.1409	17.48
$β$	0.9761	588.71
$γ$	-0.0300	-4.93

Estimation Period:
Aug 29, 2013 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts