V-Lab: Namsung Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Namsung Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:41.81% (+0.64%)

Analysis last updated: Wednesday, May 1, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8902	5.76
$α$	0.1261	6.58
$β$	0.8324	31.47
$γ_{1}$	-0.0118	-0.21
$γ_{2}$	0.1015	1.13
$γ_{3}$	-0.2156	-2.76
$γ_{4}$	0.1739	2.26
$γ_{5}$	-0.0773	-1.00
$γ_{6}$	0.0229	0.26
$γ_{7}$	0.1344	1.50
$γ_{8}$	-0.2435	-2.28
$γ_{9}$	0.1656	1.25
$γ_{10}$	-0.0758	-0.71

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts