V-Lab: NH Foods Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

NH Foods Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:17.14% (-0.31%)

Analysis last updated: Friday, May 10, 2024 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2565	5.85
$α$	0.0669	29.15
$β$	0.9858	410.59
$ν$	6	6.99

Estimation Period:
Jan 4, 1990 to May 3, 2024