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V-Lab

Namr Societe Anonyme Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, June 17th, 2025:89.75% (-6.08%)
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 SGARCH
paramt-stat
ω0.85302.53
α0.24143.76
β0.41193.19
γ117.30082.81
γ2-21.4033-2.58
γ38.32371.62
γ4-16.2004-2.25
γ527.50503.33
γ6-26.7204-3.76
γ715.64472.07
γ8-4.5683-0.57
γ9-5.0656-0.52
Estimation Period:
Jun 16, 2021 to Jun 13, 2025
Impact of return on volatility tomorrow
Volatility Forecasts