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National Agricultural Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, March 28, 2017 at 09:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Agricultural Holdings Ltd S0GARCH
paramt-stat
ω0.98904.62
α0.12944.61
β0.796617.74
γ1-0.4715-0.84
γ20.65060.76
γ30.20540.45
γ4-0.8364-2.20
γ50.38360.98
γ60.40121.12
γ7-0.6213-1.92
γ80.42321.85
γ9-0.1352-0.66
Estimation Period:
Dec 17, 1999 to Mar 24, 2017
Impact of return on volatility tomorrow
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