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

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V-Lab

Namsun Aluminum Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:33.40% (-0.39%)

Analysis last updated: Saturday, May 4, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6839	7.60
$α$	0.1397	9.20
$β$	0.7575	25.78
$γ_{1}$	0.0336	0.73
$γ_{2}$	0.0069	0.09
$γ_{3}$	-0.1034	-1.46
$γ_{4}$	0.0263	0.37
$γ_{5}$	0.0938	1.52
$γ_{6}$	-0.0896	-1.65
$γ_{7}$	0.0202	0.34
$γ_{8}$	0.0988	1.34
$γ_{9}$	-0.1805	-1.99
$γ_{10}$	0.1306	1.87

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

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