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North Industries Group Red Arrow Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.91% (-1.13%)
Analysis last updated: Saturday, February 7, 2026 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of North Industries Group Red Arrow Co Ltd S0GARCH
paramt-stat
ω1.46784.90
α0.11158.79
β0.824838.74
γ1-0.0623-3.03
γ20.15114.66
γ3-0.1496-6.04
γ40.08674.44
γ5-0.0400-2.26
γ60.02121.57
Estimation Period:
Oct 8, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts