V-Lab: Harley-Davidson Inc Spline-GARCH Volatility Analysis

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V-Lab

Harley-Davidson Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:51.42% (-1.96%)

Analysis last updated: Friday, May 10, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9775	7.50
$α$	0.0760	4.74
$β$	0.8663	34.59
$γ_{1}$	-0.0156	-0.50
$γ_{2}$	0.0426	0.73
$γ_{3}$	-0.0772	-1.42
$γ_{4}$	0.1247	2.37
$γ_{5}$	-0.1490	-2.96
$γ_{6}$	0.1177	3.16
$γ_{7}$	-0.0291	-0.80
$γ_{8}$	-0.0532	-0.57

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts