V-Lab: NHN Corp EGARCH Volatility Analysis

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V-Lab

NHN Corp EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:30.94% (+2.00%)

Analysis last updated: Tuesday, April 30, 2024 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0511	13.77
$α$	0.1421	17.63
$β$	0.9759	585.09
$γ$	-0.0298	-4.88

Estimation Period:
Aug 29, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts