V-Lab: NHN Corp MF2-GARCH Volatility Analysis

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V-Lab

NHN Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:40.18% (-1.62%)

Analysis last updated: Wednesday, May 15, 2024 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0172	2.84
$β$	0.7447	38.40
$γ$	0.1155	10.97
$λ_{1}$	0.5527	0.53
$λ_{2}$	0.2574	0.60
$λ_{3}$	0.6535	1.09

Estimation Period:
Aug 29, 2013 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts