V-Lab
V-Lab

Noroo Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:25.90% (-1.31%)

Analysis last updated: Thursday, March 28, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Noroo Holdings Co Ltd S0GARCH
paramt-stat
ω0.81427.80
α0.11779.05
β0.811441.42
γ1-0.0167-0.41
γ20.07351.15
γ3-0.2009-4.67
γ40.29146.48
γ5-0.2574-3.50
γ60.18552.16
γ7-0.1450-2.01
γ80.13512.56
γ9-0.0869-2.65
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
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