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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, April 22nd, 2024:38.90% (+2.51%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4221	3.23
$α$	0.1952	6.49
$β$	0.7445	22.27
$γ_{1}$	0.5230	1.36
$γ_{2}$	-0.9293	-1.52
$γ_{3}$	0.7058	1.69
$γ_{4}$	-0.3189	-1.01
$γ_{5}$	-0.2984	-0.93
$γ_{6}$	0.6919	2.54
$γ_{7}$	-0.5759	-2.33
$γ_{8}$	0.3543	0.94
$γ_{9}$	-0.2421	-0.67

Estimation Period:
Jul 3, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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