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 Tuesday, April 30th, 2024:16.91% (-0.89%)

Analysis last updated: Tuesday, April 30, 2024 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0520	7.91
$α$	0.1186	6.78
$β$	0.7801	28.38
$γ_{1}$	-0.0264	-0.68
$γ_{2}$	0.1022	1.69
$γ_{3}$	-0.0755	-1.38
$γ_{4}$	-0.1283	-1.91
$γ_{5}$	0.2829	4.53
$γ_{6}$	-0.2537	-4.38
$γ_{7}$	0.1497	2.18
$γ_{8}$	-0.0888	-1.40
$γ_{9}$	0.0345	0.68
$γ_{10}$	0.0251	0.71

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

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