V-Lab: Harvey Norman Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Harvey Norman Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.89% (-0.77%)

Analysis last updated: Saturday, April 20, 2024 at 08:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5068	4.85
$α$	0.0849	6.82
$β$	0.7974	29.44
$γ_{1}$	0.0857	1.41
$γ_{2}$	-0.0446	-0.52
$γ_{3}$	-0.1479	-3.38
$γ_{4}$	0.2412	6.93
$γ_{5}$	-0.2585	-6.91
$γ_{6}$	0.1896	5.20
$γ_{7}$	-0.0693	-1.98
$γ_{8}$	-0.0181	-0.48
$γ_{9}$	0.0351	1.19

Estimation Period:
Jan 5, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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