V-Lab: Noroo Holdings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Noroo Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.34% (-1.20%)

Analysis last updated: Wednesday, May 1, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7796	7.53
$α$	0.1189	9.11
$β$	0.8084	40.88
$γ_{1}$	-0.0340	-0.85
$γ_{2}$	0.1008	1.61
$γ_{3}$	-0.2188	-5.19
$γ_{4}$	0.3070	7.17
$γ_{5}$	-0.2722	-3.90
$γ_{6}$	0.1987	2.39
$γ_{7}$	-0.1544	-2.11
$γ_{8}$	0.1369	2.21
$γ_{9}$	-0.0713	-0.86

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts