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V-Lab

NOVA Group Holdings Ltd 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 SGARCH
paramt-stat
ω72.0934720,933,500.00
α0.38133,813,140.00
β0.61866,186,370.00
γ1-20.7328-207,328,400.00
γ245.4019454,018,700.00
γ3-33.6096-336,096,000.00
γ439.0051390,050,600.00
γ5-315.2197-3,152,197,000.00
Estimation Period:
Nov 6, 2013 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts