V-Lab: Naked Brand Group Inc GJR-GARCH Volatility Analysis

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Naked Brand Group Inc GJR-GARCH Volatility Analysis

This asset is not actively trading

Analysis last updated: Monday, March 1, 2021 at 06:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1678	5.40
$α$	0.0940	6.57
$β$	0.8572	175.05
$γ$	0.0976	2.90

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts