V-Lab
NOROO Paint & Coatings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:30.93% (-1.01%)
Analysis last updated: Wednesday, May 1, 2024 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4209 | 3.25 | |
| 0.1950 | 6.46 | |
| 0.7446 | 22.23 | |
| 0.5179 | 1.36 | |
| -0.9208 | -1.52 | |
| 0.7013 | 1.68 | |
| -0.3196 | -1.02 | |
| -0.2936 | -0.93 | |
| 0.6871 | 2.51 | |
| -0.5721 | -2.32 | |
| 0.3473 | 0.92 | |
| -0.2339 | -0.64 |
Estimation Period:
Jul 3, 2006 to Apr 30, 2024
Jul 3, 2006 to Apr 30, 2024
News Impact Curve
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