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

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V-Lab

NH Foods Ltd Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:18.12% (-0.03%)

Analysis last updated: Friday, May 10, 2024 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0568	26.05
$α$	0.1917	68.01
$β$	0.7956	244.58
$γ$	0.0563	10.05
$δ$	1.1069	18.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts