V-Lab: NRW Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

NRW Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:29.39% (-0.62%)

Analysis last updated: Friday, April 19, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6131	3.65
$α$	0.0933	5.14
$β$	0.8079	21.25
$γ_{1}$	-0.8406	-3.41
$γ_{2}$	1.2445	3.50
$γ_{3}$	-0.6527	-2.70
$γ_{4}$	0.6829	3.10
$γ_{5}$	-0.9545	-2.75
$γ_{6}$	0.7402	1.51
$γ_{7}$	-0.1906	-0.41
$γ_{8}$	-0.2594	-0.82
$γ_{9}$	0.4233	2.30

Estimation Period:
Sep 5, 2007 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts