V-Lab: NOROO Paint & Coatings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

NOROO Paint & Coatings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:52.24% (+0.31%)

Analysis last updated: Saturday, May 11, 2024 at 03:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4153	3.30
$α$	0.1892	6.74
$β$	0.7481	22.38
$γ_{1}$	0.5373	1.43
$γ_{2}$	-0.9494	-1.58
$γ_{3}$	0.7201	1.74
$γ_{4}$	-0.3466	-1.12
$γ_{5}$	-0.2453	-0.78
$γ_{6}$	0.5906	2.21
$γ_{7}$	-0.3459	-1.66
$γ_{8}$	-0.1769	-0.69
$γ_{9}$	0.9624	2.04

Estimation Period:
Jul 3, 2006 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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