V-Lab: Noroo Holdings Co Ltd APARCH Volatility Analysis

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V-Lab

Noroo Holdings Co Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:29.63% (-0.94%)

Analysis last updated: Wednesday, May 15, 2024 at 02:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0975	18.49
$α$	0.1130	35.20
$β$	0.8870	279.20
$γ$	-0.0614	-3.56
$δ$	1.3717	31.41

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts