V-Lab: Super Retail Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Super Retail Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.51% (-0.51%)

Analysis last updated: Saturday, April 20, 2024 at 08:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7327	7.95
$α$	0.0906	4.31
$β$	0.7583	11.99
$γ_{1}$	0.0635	0.88
$γ_{2}$	-0.2590	-2.29
$γ_{3}$	0.3542	4.21
$γ_{4}$	-0.2152	-2.55
$γ_{5}$	0.1017	1.15
$γ_{6}$	-0.1164	-1.41
$γ_{7}$	0.1071	2.00

Estimation Period:
Jul 6, 2004 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts