V-Lab: Naked Brand Group Inc Asy. MEM Volatility Analysis

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Naked Brand Group Inc Asy. MEM Volatility Analysis

This asset is not actively trading

Analysis last updated: Tuesday, June 19, 2018 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5293	9.27
$α$	0.1938	12.67
$β$	0.8401	110.86
$γ$	-0.0678	-3.46

Estimation Period:
Feb 14, 2013 to Jun 15, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts