V-Lab: Naked Brand Group Inc EGARCH Volatility Analysis

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Naked Brand Group Inc EGARCH Volatility Analysis

This asset is not actively trading

Analysis last updated: Monday, March 1, 2021 at 05:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1395	6.03
$α$	0.2355	27.79
$β$	0.9722	215.81
$γ$	-0.0403	-2.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts