V-Lab: Land & Homes Group Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Land & Homes Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:14.67% (0.00%)

Analysis last updated: Saturday, May 4, 2024 at 06:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4547	2.02
$α$	0.2433	5.06
$β$	0.7096	14.40
$γ_{1}$	-3.7801	-2.17
$γ_{2}$	6.0093	2.48
$γ_{3}$	-3.4568	-2.36
$γ_{4}$	1.6499	1.29
$γ_{5}$	-3.5042	-1.94
$γ_{6}$	8.5600	2.90
$γ_{7}$	-10.2088	-2.71
$γ_{8}$	6.7219	2.26

Estimation Period:
Oct 5, 2004 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts