V-Lab: NHN Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

NHN Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.19% (-1.42%)

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
$ω$	9.4203	3.80
$α$	0.0650	31.20
$β$	0.9907	437.61
$ν$	5	9.37

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