V-Lab: Harman International Industries Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Harman International Industries Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 13th, 2017:33.84% (-0.01%)

Analysis last updated: Friday, March 10, 2017 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0363	6.78
$α$	0.1353	7.29
$β$	0.6923	15.17
$γ_{1}$	-0.1429	-1.61
$γ_{2}$	0.2171	1.37
$γ_{3}$	-0.0571	-0.36
$γ_{4}$	-0.0155	-0.11
$γ_{5}$	-0.0518	-0.50
$γ_{6}$	0.1221	0.95
$γ_{7}$	-0.0900	-0.65
$γ_{8}$	-0.0842	-0.70
$γ_{9}$	0.2183	2.14
$γ_{10}$	-0.1534	-2.04

Estimation Period:
Jan 1, 1990 to Mar 10, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts