V-Lab
V-Lab

NH Foods Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:14.52% (-0.06%)

Analysis last updated: Thursday, March 28, 2024 at 03:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NH Foods Ltd S0GARCH
paramt-stat
ω1.03607.82
α0.12026.85
β0.780228.72
γ1-0.0307-0.78
γ20.10701.74
γ3-0.0740-1.32
γ4-0.1331-1.95
γ50.28754.54
γ6-0.2559-4.34
γ70.15022.15
γ8-0.0879-1.37
γ90.02950.58
γ100.03210.90
Estimation Period:
Jan 4, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts