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V-Lab

NOVA Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 10:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NOVA Group Holdings Ltd S0GARCH
paramt-stat
ω77.1880771,880,200.00
α0.60026,002,280.00
β0.39983,997,720.00
γ1-46.8860-468,859,700.00
γ2123.16471,231,647,000.00
γ3-150.0386-1,500,386,000.00
γ4192.89331,928,933,000.00
γ5-222.3596-2,223,596,000.00
γ642.1894421,894,000.00
γ7372.97683,729,768,000.00
γ8-948.2923-9,482,923,000.00
γ91,054.805010,548,050,000.00
Estimation Period:
Nov 6, 2013 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts