V-Lab: NRW Holdings Ltd MF2-GARCH Volatility Analysis

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V-Lab

NRW Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:30.37% (-0.56%)

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
$m$	126
$α$	0.0344	6.89
$β$	0.9026	110.41
$γ$	0.0779	14.25
$λ_{1}$	0.0148	0.58
$λ_{2}$	0.0097	5.57
$λ_{3}$	0.9894	266.82

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts