V-Lab: NH Foods Ltd MF2-GARCH Volatility Analysis

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V-Lab

NH Foods Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:18.36% (-1.10%)

Analysis last updated: Sunday, April 28, 2024 at 01:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0884	17.88
$β$	0.6969	55.39
$γ$	0.0845	10.80
$λ_{1}$	0.0907	1.54
$λ_{2}$	0.1546	1.99
$λ_{3}$	0.8169	8.36

Estimation Period:
Jan 4, 1990 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts