V-Lab: Super Retail Group Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Super Retail Group Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:30.39% (-1.79%)

Analysis last updated: Saturday, May 4, 2024 at 07:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7283	7.95
$α$	0.0905	4.29
$β$	0.7570	11.87
$γ_{1}$	0.0591	0.83
$γ_{2}$	-0.2518	-2.25
$γ_{3}$	0.3505	4.20
$γ_{4}$	-0.2143	-2.56
$γ_{5}$	0.1013	1.16
$γ_{6}$	-0.1149	-1.41
$γ_{7}$	0.1059	2.01

Estimation Period:
Jul 6, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts