V-Lab: Super Retail Group Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

Super Retail Group Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:34.52% (+0.34%)

Analysis last updated: Wednesday, May 1, 2024 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1193	10.78
$α$	0.0938	24.06
$β$	0.8833	150.69
$γ$	0.1872	6.86
$δ$	1.1495	17.70

Estimation Period:
Jul 6, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts