V-Lab: NCSoft Corp MF2-GARCH Volatility Analysis

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V-Lab

NCSoft Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:34.13% (-0.11%)

Analysis last updated: Thursday, May 9, 2024 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	0.0296	11.01
$β$	0.8129	111.96
$γ$	0.0654	13.02
$λ_{1}$	2.0783	1.04
$λ_{2}$	0.7552	1.16
$λ_{3}$	0.0000	0.00

Estimation Period:
Jul 11, 2000 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts