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

Skip to main content

V-Lab

Naked Brand Group Inc Asy. Power 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
$ω$	1.0000	4.81
$α$	0.1452	16.05
$β$	0.8548	124.97
$γ$	-0.1291	-5.78
$δ$	1.8124	19.68

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts