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 15th, 2024:27.19% (+0.76%)

Analysis last updated: Saturday, April 13, 2024 at 07:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7326	7.93
$α$	0.0910	4.32
$β$	0.7582	11.99
$γ_{1}$	0.0647	0.89
$γ_{2}$	-0.2613	-2.30
$γ_{3}$	0.3558	4.21
$γ_{4}$	-0.2154	-2.55
$γ_{5}$	0.1012	1.14
$γ_{6}$	-0.1157	-1.39
$γ_{7}$	0.1061	1.96

Estimation Period:
Jul 6, 2004 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts