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

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V-Lab

NH Foods Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.16% (-1.62%)

Analysis last updated: Sunday, April 21, 2024 at 02:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0336	7.92
$α$	0.1188	6.76
$β$	0.7783	28.02
$γ_{1}$	-0.0410	-1.07
$γ_{2}$	0.1249	2.09
$γ_{3}$	-0.0852	-1.57
$γ_{4}$	-0.1313	-1.98
$γ_{5}$	0.2956	4.78
$γ_{6}$	-0.2705	-4.68
$γ_{7}$	0.1663	2.40
$γ_{8}$	-0.1051	-1.62
$γ_{9}$	0.0558	0.96
$γ_{10}$	-0.0185	-0.20

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

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