V-Lab: NRW Holdings Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

NRW Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:31.29% (-0.91%)

Analysis last updated: Thursday, May 2, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.5572	4.15
$α$	0.0740	25.13
$β$	0.9864	301.37
$ν$	5	7.65

Estimation Period:
Sep 5, 2007 to Apr 26, 2024