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

V-Lab

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V-Lab

Myer Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:48.84% (-0.60%)

Analysis last updated: Saturday, April 20, 2024 at 08:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5320	10.00
$α$	0.0632	3.60
$β$	0.8682	18.92
$γ_{1}$	-0.0061	-5.60

Estimation Period:
Nov 2, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts