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V-Lab

Namr Societe Anonyme Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:118.79% (-5.10%)
Analysis last updated: Wednesday, June 18, 2025 at 12:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Namr Societe Anonyme S0GARCH
paramt-stat
ω0.85732.51
α0.24863.78
β0.41063.24
γ117.17272.78
γ2-21.1759-2.55
γ38.14911.58
γ4-16.0711-2.22
γ527.45903.32
γ6-26.9320-3.80
γ716.56672.23
γ8-7.3055-1.05
γ92.39690.59
Estimation Period:
Jun 16, 2021 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts