V-Lab: Naked Brand Group Inc GAS-GARCH Student T Volatility Analysis

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Naked Brand Group Inc GAS-GARCH Student T 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
$ω$	599.6076	5.96
$α$	0.1543	72.55
$β$	0.9913	735.37
$ν$	2.2780	255.67

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