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

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V-Lab

NK Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:20.38% (-0.46%)

Analysis last updated: Tuesday, May 7, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1993	8.57
$α$	0.0570	4.12
$β$	0.8503	19.26
$γ_{1}$	-0.1389	-1.94
$γ_{2}$	0.2913	2.46
$γ_{3}$	-0.1999	-1.90
$γ_{4}$	0.0122	0.10
$γ_{5}$	-0.0504	-0.38
$γ_{6}$	0.1921	2.12

Estimation Period:
Jan 24, 2008 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts