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

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V-Lab

NH Foods Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:14.80% (-0.34%)

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
$ω$	1.0339	7.96
$α$	0.1196	6.79
$β$	0.7757	27.65
$γ_{1}$	-0.0411	-1.08
$γ_{2}$	0.1256	2.12
$γ_{3}$	-0.0873	-1.62
$γ_{4}$	-0.1278	-1.94
$γ_{5}$	0.2923	4.75
$γ_{6}$	-0.2685	-4.68
$γ_{7}$	0.1654	2.40
$γ_{8}$	-0.1050	-1.62
$γ_{9}$	0.0577	1.00
$γ_{10}$	-0.0288	-0.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts