V-Lab: Namhae Chemical Corp Spline-GARCH Volatility Analysis

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V-Lab

Namhae Chemical Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:15.41% (-0.74%)

Analysis last updated: Friday, September 20, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0260	5.88
$α$	0.1261	9.16
$β$	0.8265	46.90
$γ_{1}$	-0.0388	-1.77
$γ_{2}$	0.0608	1.84
$γ_{3}$	-0.0578	-2.59
$γ_{4}$	0.0880	4.03
$γ_{5}$	-0.1340	-3.29

Estimation Period:
Nov 10, 1995 to Sep 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts