V-Lab: Harvey Norman Holdings Ltd MF2-GARCH Volatility Analysis

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V-Lab

Harvey Norman Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.28% (+1.75%)

Analysis last updated: Saturday, April 27, 2024 at 07:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0788	16.19
$β$	0.6292	35.95
$γ$	0.0564	8.23
$λ_{1}$	0.0259	1.30
$λ_{2}$	0.0214	2.35
$λ_{3}$	0.9713	73.83

Estimation Period:
Jan 5, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts