V-Lab: NHN Corp GARCH Volatility Analysis

V-Lab

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V-Lab

NHN Corp GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:33.86% (-0.30%)

Analysis last updated: Friday, April 19, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0882	13.51
$α$	0.0508	14.64
$β$	0.9362	269.79

Estimation Period:
Aug 29, 2013 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts