V-Lab: Nong Shim Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Nong Shim Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:11.54% (-0.61%)

Analysis last updated: Thursday, May 2, 2024 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0467	4.93
$α$	0.1663	8.40
$β$	0.7272	28.42
$γ_{1}$	0.1120	2.09
$γ_{2}$	-0.1666	-2.02
$γ_{3}$	0.1842	3.03
$γ_{4}$	-0.2576	-5.14
$γ_{5}$	0.1424	2.98
$γ_{6}$	0.0160	0.43

Estimation Period:
Jul 30, 2003 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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