V-Lab: Nexolon Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Nexolon Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 17th, 2017:596.96% (-100.74%)

Analysis last updated: Friday, April 14, 2017 at 07:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8005	5.53
$α$	0.2439	4.29
$β$	0.3924	3.46
$γ_{1}$	5.3213	1.66
$γ_{2}$	-7.2232	-1.46
$γ_{3}$	1.6716	0.58
$γ_{4}$	1.1143	0.41
$γ_{5}$	3.6804	0.97
$γ_{6}$	-10.3414	-1.92
$γ_{7}$	5.0453	0.90
$γ_{8}$	2.6948	0.61
$γ_{9}$	8.0831	0.78

Estimation Period:
Oct 14, 2011 to Apr 14, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts