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

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V-Lab

Myer Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:47.71% (-0.82%)

Analysis last updated: Saturday, April 13, 2024 at 07:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5317	10.00
$α$	0.0640	3.61
$β$	0.8664	18.69
$γ_{1}$	-0.0062	-5.60

Estimation Period:
Nov 2, 2009 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts