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V-Lab

Arur Footwear Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 10:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arur Footwear Ltd S0GARCH
paramt-stat
ω3.94063.69
α0.360052.46
β0.6376150.23
γ10.37020.22
γ2-0.6633-0.32
γ30.00430.01
γ40.65371.15
γ5-0.5341-0.74
γ60.53760.72
γ7-0.5757-0.80
γ8-7.9655-9.70
γ916.207826.36
Estimation Period:
Apr 24, 2012 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts