V-Lab: Namhae Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Namhae Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:18.58% (-0.31%)

Analysis last updated: Wednesday, May 1, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2988	6.78
$α$	0.1185	9.62
$β$	0.8528	61.62
$γ_{1}$	-0.0059	-2.44
$γ_{2}$	0.0096	3.12

Estimation Period:
Nov 10, 1995 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts