V-Lab: Hitron Systems Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hitron Systems Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:149.25% (+19.93%)

Analysis last updated: Sunday, April 21, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.4440	3.01
$α$	0.6347	90.14
$β$	0.3646	52.77
$γ_{1}$	-0.8937	-1.84
$γ_{2}$	1.0040	1.83
$γ_{3}$	0.0156	0.11
$γ_{4}$	-0.1943	-1.56
$γ_{5}$	0.0586	0.46
$γ_{6}$	0.1153	0.81
$γ_{7}$	-0.2863	-1.47
$γ_{8}$	-18.3014	-22.84
$γ_{9}$	55.7949	23.49
$γ_{10}$	-55.9611	-22.43

Estimation Period:
Nov 6, 1998 to Apr 19, 2024

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