V-Lab: Namsun Aluminum Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Namsun Aluminum Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:35.91% (-0.17%)

Analysis last updated: Saturday, April 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6812	7.57
$α$	0.1391	9.18
$β$	0.7578	25.72
$γ_{1}$	0.0336	0.73
$γ_{2}$	0.0068	0.09
$γ_{3}$	-0.1034	-1.46
$γ_{4}$	0.0265	0.37
$γ_{5}$	0.0935	1.52
$γ_{6}$	-0.0894	-1.65
$γ_{7}$	0.0201	0.34
$γ_{8}$	0.0984	1.33
$γ_{9}$	-0.1789	-1.97
$γ_{10}$	0.1287	1.83

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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