V-Lab: Nexen Tire Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nexen Tire Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.35% (-0.97%)

Analysis last updated: Wednesday, May 1, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7295	7.44
$α$	0.1532	9.40
$β$	0.7363	27.83
$γ_{1}$	-0.0005	-0.01
$γ_{2}$	0.0232	0.43
$γ_{3}$	-0.1490	-3.90
$γ_{4}$	0.2518	6.51
$γ_{5}$	-0.1644	-4.09
$γ_{6}$	0.0184	0.47
$γ_{7}$	0.0138	0.34
$γ_{8}$	0.0828	1.93
$γ_{9}$	-0.1961	-3.83

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts