V-Lab: Nexen Tire Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nexen Tire Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:25.11% (-1.52%)

Analysis last updated: Thursday, May 16, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7153	7.30
$α$	0.1539	9.45
$β$	0.7344	27.72
$γ_{1}$	-0.0048	-0.13
$γ_{2}$	0.0280	0.52
$γ_{3}$	-0.1489	-3.93
$γ_{4}$	0.2511	6.54
$γ_{5}$	-0.1647	-4.13
$γ_{6}$	0.0186	0.48
$γ_{7}$	0.0154	0.38
$γ_{8}$	0.0790	1.84
$γ_{9}$	-0.1888	-3.62

Estimation Period:
Jan 3, 1990 to May 14, 2024

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Volatility Forecasts

Volatility Forecasts