V-Lab: Namhae Chemical Corp MF2-GARCH Volatility Analysis

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V-Lab

Namhae Chemical Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:13.26% (-0.16%)

Analysis last updated: Thursday, May 9, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1298	28.49
$β$	0.7658	96.18
$γ$	0.0550	6.95
$λ_{1}$	0.0033	2.16
$λ_{2}$	0.0159	8.16
$λ_{3}$	0.9840	437.53

Estimation Period:
Nov 10, 1995 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts