V-Lab: Noroo Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Noroo Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:23.78% (-0.99%)

Analysis last updated: Thursday, May 16, 2024 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8163	7.89
$α$	0.1183	9.08
$β$	0.8095	40.96
$γ_{1}$	-0.0143	-0.36
$γ_{2}$	0.0683	1.09
$γ_{3}$	-0.1951	-4.60
$γ_{4}$	0.2878	6.78
$γ_{5}$	-0.2582	-3.72
$γ_{6}$	0.1895	2.30
$γ_{7}$	-0.1500	-2.14
$γ_{8}$	0.1397	2.70
$γ_{9}$	-0.0899	-2.80

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts