V-Lab: Naked Brand Group Inc AGARCH Volatility Analysis

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Naked Brand Group Inc AGARCH Volatility Analysis

This asset is not actively trading

Analysis last updated: Tuesday, June 19, 2018 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	5.6597	6.61
$α$	0.3513	29.19
$β$	0.6328	107.14
$γ$	1.7064	3.11

Estimation Period:
Sep 4, 2012 to Jun 15, 2018

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts