V-Lab: NRW Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NRW Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:24.33% (-0.77%)

Analysis last updated: Thursday, May 2, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6128	3.68
$α$	0.0918	5.10
$β$	0.8093	21.25
$γ_{1}$	-0.8362	-3.45
$γ_{2}$	1.2400	3.54
$γ_{3}$	-0.6505	-2.73
$γ_{4}$	0.6766	3.18
$γ_{5}$	-0.9550	-2.90
$γ_{6}$	0.7632	1.61
$γ_{7}$	-0.2326	-0.51
$γ_{8}$	-0.2146	-0.68
$γ_{9}$	0.3969	2.14

Estimation Period:
Sep 5, 2007 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts