V-Lab: Harvey Norman Holdings Ltd GJR-GARCH Volatility Analysis

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V-Lab

Harvey Norman Holdings Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:25.93% (-0.61%)

Analysis last updated: Thursday, May 2, 2024 at 04:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0864	15.84
$α$	0.0399	17.22
$β$	0.9235	320.88
$γ$	0.0278	4.89

Estimation Period:
Jan 5, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts