North Industries Group Red Arrow Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.88% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4493 | 4.86 | |
| 0.1117 | 8.75 | |
| 0.8238 | 38.31 | |
| -0.0646 | -3.15 | |
| 0.1546 | 4.79 | |
| -0.1513 | -6.13 | |
| 0.0866 | 4.35 | |
| -0.0366 | -1.79 | |
| 0.0096 | 0.31 |
Estimation Period:
Oct 8, 1993 to Feb 6, 2026
Oct 8, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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