V-Lab: NamKwang Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NamKwang Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.99% (-0.39%)

Analysis last updated: Saturday, May 4, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6489	4.53
$α$	0.1657	11.66
$β$	0.7806	40.31
$γ_{1}$	-0.0073	-0.17
$γ_{2}$	0.0623	1.05
$γ_{3}$	-0.1569	-4.18
$γ_{4}$	0.1440	3.15
$γ_{5}$	0.0273	0.45
$γ_{6}$	-0.1853	-2.50
$γ_{7}$	0.1609	2.60
$γ_{8}$	-0.0374	-1.20

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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