V-Lab: Harvey Norman Holdings Ltd EGARCH Volatility Analysis

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V-Lab

Harvey Norman Holdings Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.56% (+0.07%)

Analysis last updated: Saturday, April 20, 2024 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0524	13.61
$α$	0.1260	21.95
$β$	0.9657	425.22
$γ$	-0.0271	-4.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts