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V-Lab

Noroo Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:63.11% (-3.87%)
Analysis last updated: Friday, February 6, 2026 at 10:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Noroo Holdings Co Ltd S0GARCH
paramt-stat
ω0.87227.24
α0.12009.57
β0.826147.90
γ10.00130.03
γ20.02270.35
γ3-0.1211-2.26
γ40.20964.80
γ5-0.2085-5.52
γ60.16092.91
γ7-0.1179-2.30
γ80.10672.55
γ9-0.0726-2.60
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts