V-Lab: NHN Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

NHN Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:42.27% (-1.13%)

Analysis last updated: Wednesday, May 15, 2024 at 02:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1846	6.02
$α$	0.0507	3.42
$β$	0.9298	57.53
$γ_{1}$	0.0108	0.77

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts