V-Lab: NH Foods Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

NH Foods Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.80% (-1.58%)

Analysis last updated: Sunday, April 21, 2024 at 02:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0794	8.01
$α$	0.1189	6.79
$β$	0.7793	28.27
$γ_{1}$	-0.0198	-0.51
$γ_{2}$	0.0939	1.55
$γ_{3}$	-0.0731	-1.34
$γ_{4}$	-0.1292	-1.92
$γ_{5}$	0.2831	4.52
$γ_{6}$	-0.2536	-4.37
$γ_{7}$	0.1496	2.17
$γ_{8}$	-0.0888	-1.39
$γ_{9}$	0.0347	0.68
$γ_{10}$	0.0247	0.69

Estimation Period:
Jan 4, 1990 to Apr 19, 2024

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