V-Lab: Harvey Norman Holdings Ltd MF2-GARCH Volatility Analysis

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V-Lab

Harvey Norman Holdings Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:24.34% (-0.29%)

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
$m$	21
$α$	0.0787	16.18
$β$	0.6296	35.99
$γ$	0.0564	8.24
$λ_{1}$	0.0260	1.30
$λ_{2}$	0.0214	2.35
$λ_{3}$	0.9712	73.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts