V-Lab: NH Foods Ltd MF2-GARCH Volatility Analysis

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V-Lab

NH Foods Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:17.79% (-0.47%)

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
$m$	126
$α$	0.0888	17.89
$β$	0.6956	55.07
$γ$	0.0846	10.81
$λ_{1}$	0.0910	1.54
$λ_{2}$	0.1576	1.99
$λ_{3}$	0.8138	8.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts