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

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V-Lab

NRW Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:24.63% (+0.18%)

Analysis last updated: Thursday, May 16, 2024 at 07:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6015	3.63
$α$	0.0913	5.10
$β$	0.8088	21.09
$γ_{1}$	-0.8662	-3.56
$γ_{2}$	1.2871	3.68
$γ_{3}$	-0.6787	-2.88
$γ_{4}$	0.6940	3.34
$γ_{5}$	-0.9686	-3.03
$γ_{6}$	0.7818	1.67
$γ_{7}$	-0.2540	-0.55
$γ_{8}$	-0.2035	-0.58
$γ_{9}$	0.4045	1.09

Estimation Period:
Sep 5, 2007 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts