V-Lab: Harvey Norman Holdings Ltd APARCH Volatility Analysis

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V-Lab

Harvey Norman Holdings Ltd APARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:26.95% (-0.20%)

Analysis last updated: Thursday, May 9, 2024 at 07:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0820	12.84
$α$	0.0568	20.99
$β$	0.9223	311.90
$γ$	0.1436	10.39
$δ$	1.8512	22.05

Estimation Period:
Jan 5, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts