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V-Lab

Norsk Renewables AS Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, February 12, 2025 at 12:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Norsk Renewables AS S0GARCH
paramt-stat
ω1.59472.42
α0.21191.74
β0.35342.69
γ113.58702.45
γ2-16.1192-2.19
γ3-1.9913-0.52
γ413.20932.69
γ5-16.7712-2.97
γ614.71853.06
γ7-11.9263-2.10
γ87.03941.31
Estimation Period:
Apr 19, 2021 to Feb 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts