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

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V-Lab

Harvey Norman Holdings Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.83% (-0.83%)

Analysis last updated: Saturday, April 20, 2024 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5121	4.93
$α$	0.0872	6.88
$β$	0.7864	27.78
$γ_{1}$	0.0880	1.46
$γ_{2}$	-0.0459	-0.54
$γ_{3}$	-0.1524	-3.52
$γ_{4}$	0.2504	7.28
$γ_{5}$	-0.2697	-7.33
$γ_{6}$	0.2003	5.58
$γ_{7}$	-0.0796	-2.26
$γ_{8}$	-0.0033	-0.08
$γ_{9}$	0.0024	0.04

Estimation Period:
Jan 5, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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