V-Lab: Harvey Norman Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Harvey Norman Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:25.59% (-0.91%)

Analysis last updated: Saturday, May 4, 2024 at 07:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4837	4.78
$α$	0.0859	6.87
$β$	0.7941	29.09
$γ_{1}$	0.0826	1.35
$γ_{2}$	-0.0414	-0.48
$γ_{3}$	-0.1471	-3.37
$γ_{4}$	0.2395	6.89
$γ_{5}$	-0.2572	-6.87
$γ_{6}$	0.1894	5.19
$γ_{7}$	-0.0699	-2.01
$γ_{8}$	-0.0173	-0.46
$γ_{9}$	0.0348	1.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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