V-Lab: NH Foods Ltd Asy. MEM Volatility Analysis

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V-Lab

NH Foods Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:17.62% (+0.73%)

Analysis last updated: Thursday, May 9, 2024 at 02:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0745	28.65
$α$	0.1582	41.63
$β$	0.8036	286.49
$γ$	0.0392	5.99

Estimation Period:
Nov 30, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts