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

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V-Lab

Land & Homes Group Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:27.24% (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
$ω$	0.4430	2.01
$α$	0.2441	5.02
$β$	0.7078	14.44
$γ_{1}$	-3.9140	-2.23
$γ_{2}$	6.2242	2.56
$γ_{3}$	-3.6071	-2.45
$γ_{4}$	1.7898	1.38
$γ_{5}$	-3.6765	-1.94
$γ_{6}$	8.8399	2.74
$γ_{7}$	-10.7858	-2.44
$γ_{8}$	8.3860	1.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts