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

V-Lab

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V-Lab

Harman International Industries Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 13th, 2017:25.49% (0.00%)

Analysis last updated: Friday, March 10, 2017 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0882	7.00
$α$	0.1337	7.39
$β$	0.7060	15.99
$γ_{1}$	-0.0752	-1.68
$γ_{2}$	0.1367	2.07
$γ_{3}$	-0.0521	-1.04
$γ_{4}$	-0.0642	-0.95
$γ_{5}$	0.1480	1.82
$γ_{6}$	-0.2122	-2.58
$γ_{7}$	0.2041	2.67
$γ_{8}$	-0.1656	-1.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts