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V-Lab

National Agricultural Holdings Ltd 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 SGARCH
paramt-stat
ω0.97304.65
α0.12754.55
β0.796417.34
γ1-0.4918-0.89
γ20.67930.80
γ30.19450.43
γ4-0.8321-2.21
γ50.37590.97
γ60.42511.21
γ7-0.6821-2.23
γ80.57461.95
γ9-0.5520-0.81
Estimation Period:
Dec 17, 1999 to Mar 24, 2017
Impact of return on volatility tomorrow
Volatility Forecasts