V-Lab: Naked Brand Group Inc APARCH Volatility Analysis

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Naked Brand Group Inc APARCH 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
$ω$	0.6116	4.17
$α$	0.1250	21.44
$β$	0.8750	130.73
$γ$	0.2197	4.94
$δ$	1.5836	15.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts