V-Lab: NongShim Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

NongShim Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:28.19% (-0.98%)

Analysis last updated: Saturday, May 4, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8131	8.34
$α$	0.0908	8.50
$β$	0.8413	41.80
$γ_{1}$	-0.0109	-3.24
$γ_{2}$	0.0139	3.02
$γ_{3}$	-0.0027	-1.37

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts