V-Lab: Namyang Dairy Products Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Namyang Dairy Products Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:26.62% (-0.81%)

Analysis last updated: Friday, May 3, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9125	5.81
$α$	0.1483	9.37
$β$	0.7623	31.18
$γ_{1}$	0.0586	1.93
$γ_{2}$	-0.1045	-2.39
$γ_{3}$	0.0398	1.56
$γ_{4}$	0.0256	1.13
$γ_{5}$	-0.0497	-2.20
$γ_{6}$	0.0873	3.55
$γ_{7}$	-0.0869	-4.32

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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