V-Lab: Naked Brand Group Inc Zero Slope Spline-GARCH Volatility Analysis

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Naked Brand Group Inc Zero Slope Spline-GARCH 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
$ω$	0.7441	1.95
$α$	0.2355	3.80
$β$	0.4737	6.47
$γ_{1}$	-0.8620	-0.54
$γ_{2}$	-0.1387	-0.06
$γ_{3}$	3.2478	2.23
$γ_{4}$	-5.0418	-2.93
$γ_{5}$	4.3022	3.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts