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

V-Lab

| |

V-Lab

NOROO Paint & Coatings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:55.20% (-0.89%)

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
$ω$	1.4136	3.29
$α$	0.1884	6.76
$β$	0.7492	22.53
$γ_{1}$	0.5378	1.43
$γ_{2}$	-0.9501	-1.58
$γ_{3}$	0.7203	1.74
$γ_{4}$	-0.3470	-1.12
$γ_{5}$	-0.2437	-0.77
$γ_{6}$	0.5864	2.19
$γ_{7}$	-0.3361	-1.60
$γ_{8}$	-0.2011	-0.77
$γ_{9}$	1.0364	2.03

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other NOROO Paint & Coatings Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH