V-Lab
Harvey Norman Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:23.85% (+0.81%)
Analysis last updated: Saturday, April 27, 2024 at 07:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4989 | 4.83 | |
| 0.0878 | 6.98 | |
| 0.7909 | 29.00 | |
| 0.0842 | 1.38 | |
| -0.0431 | -0.50 | |
| -0.1473 | -3.37 | |
| 0.2400 | 6.91 | |
| -0.2577 | -6.88 | |
| 0.1894 | 5.18 | |
| -0.0696 | -1.99 | |
| -0.0177 | -0.47 | |
| 0.0351 | 1.19 |
Estimation Period:
Jan 5, 1990 to Apr 26, 2024
Jan 5, 1990 to Apr 26, 2024
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