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V-Lab

Noumi Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.68% (-12.07%)
Analysis last updated: Saturday, February 7, 2026 at 08:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Noumi Ltd S0GARCH
paramt-stat
ω4.00064.48
α0.18806.56
β0.581611.76
γ10.56854.22
γ2-0.6562-3.21
γ30.15731.21
γ4-0.2463-2.82
γ50.30343.66
γ6-0.1341-1.63
γ70.11021.35
γ8-0.2163-3.03
γ90.12632.70
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts