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

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V-Lab

NRW Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:25.34% (-0.74%)

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
$ω$	0.6021	3.62
$α$	0.0915	5.10
$β$	0.8093	21.21
$γ_{1}$	-0.8663	-3.53
$γ_{2}$	1.2868	3.65
$γ_{3}$	-0.6794	-2.86
$γ_{4}$	0.6979	3.30
$γ_{5}$	-0.9703	-2.95
$γ_{6}$	0.7722	1.62
$γ_{7}$	-0.2336	-0.50
$γ_{8}$	-0.2278	-0.64
$γ_{9}$	0.4445	1.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts