V-Lab
Harvey Norman Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:24.12% (+0.52%)
Analysis last updated: Wednesday, May 8, 2024 at 08:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5194 | 4.96 | |
| 0.0871 | 6.88 | |
| 0.7872 | 27.93 | |
| 0.0892 | 1.49 | |
| -0.0482 | -0.57 | |
| -0.1506 | -3.48 | |
| 0.2488 | 7.24 | |
| -0.2690 | -7.30 | |
| 0.2006 | 5.57 | |
| -0.0804 | -2.28 | |
| -0.0033 | -0.08 | |
| 0.0037 | 0.07 |
Estimation Period:
Jan 5, 1990 to May 3, 2024
Jan 5, 1990 to May 3, 2024
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