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V-Lab

Navigator Holding Tissue UK Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, May 30, 2024 at 04:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Navigator Holding Tissue UK Ltd SGARCH
paramt-stat
ω0.57804.31
α0.19174.27
β0.56486.30
γ13.63172.60
γ2-6.1142-2.41
γ32.61321.22
γ40.23740.14
γ50.01910.01
γ6-1.3791-0.96
γ71.76171.17
γ8-2.1768-1.30
Estimation Period:
Jun 10, 2016 to May 24, 2024
Impact of return on volatility tomorrow
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