V-Lab: Namyang Dairy Products Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Namyang Dairy Products Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.41% (+0.33%)

Analysis last updated: Saturday, May 4, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9134	5.79
$α$	0.1489	9.39
$β$	0.7621	31.17
$γ_{1}$	0.0582	1.91
$γ_{2}$	-0.1038	-2.37
$γ_{3}$	0.0394	1.54
$γ_{4}$	0.0255	1.12
$γ_{5}$	-0.0491	-2.18
$γ_{6}$	0.0862	3.51
$γ_{7}$	-0.0861	-4.27

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Namyang Dairy Products Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH