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 Monday, April 29th, 2024:31.66% (-1.47%)

Analysis last updated: Saturday, April 27, 2024 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4197	3.25
$α$	0.1946	6.47
$β$	0.7449	22.28
$γ_{1}$	0.5178	1.36
$γ_{2}$	-0.9207	-1.52
$γ_{3}$	0.7011	1.68
$γ_{4}$	-0.3192	-1.02
$γ_{5}$	-0.2940	-0.93
$γ_{6}$	0.6876	2.52
$γ_{7}$	-0.5733	-2.32
$γ_{8}$	0.3503	0.92
$γ_{9}$	-0.2378	-0.65

Estimation Period:
Jul 3, 2006 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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