V-Lab: Super Retail Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Super Retail Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.21% (+0.33%)

Analysis last updated: Wednesday, May 1, 2024 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7288	7.95
$α$	0.0905	4.29
$β$	0.7573	11.87
$γ_{1}$	0.0602	0.84
$γ_{2}$	-0.2537	-2.26
$γ_{3}$	0.3515	4.20
$γ_{4}$	-0.2141	-2.55
$γ_{5}$	0.1010	1.15
$γ_{6}$	-0.1151	-1.40
$γ_{7}$	0.1059	1.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts