V-Lab: NOROO Paint & Coatings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NOROO Paint & Coatings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:35.08% (-2.17%)

Analysis last updated: Thursday, April 18, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4263	3.23
$α$	0.1956	6.47
$β$	0.7440	22.18
$γ_{1}$	0.5296	1.37
$γ_{2}$	-0.9398	-1.53
$γ_{3}$	0.7114	1.69
$γ_{4}$	-0.3200	-1.01
$γ_{5}$	-0.3007	-0.93
$γ_{6}$	0.6934	2.56
$γ_{7}$	-0.5739	-2.32
$γ_{8}$	0.3501	0.93
$γ_{9}$	-0.2380	-0.66

Estimation Period:
Jul 3, 2006 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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