V-Lab: Namsung Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Namsung Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:40.96% (-0.28%)

Analysis last updated: Saturday, May 4, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8922	5.54
$α$	0.1260	6.58
$β$	0.8350	31.86
$γ_{1}$	-0.0047	-0.08
$γ_{2}$	0.0896	0.96
$γ_{3}$	-0.2093	-2.63
$γ_{4}$	0.1723	2.20
$γ_{5}$	-0.0780	-1.00
$γ_{6}$	0.0243	0.27
$γ_{7}$	0.1348	1.48
$γ_{8}$	-0.2455	-2.28
$γ_{9}$	0.1673	1.26
$γ_{10}$	-0.0764	-0.71

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

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Volatility Forecasts

Volatility Forecasts