V-Lab: NHN Corp AGARCH Volatility Analysis

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V-Lab

NHN Corp AGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.57% (-1.02%)

Analysis last updated: Wednesday, May 1, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4385	21.76
$α$	0.1178	24.81
$β$	0.8081	267.05
$γ$	0.6551	9.46

Estimation Period:
Aug 29, 2013 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts