V-Lab: HS Ad AGARCH Volatility Analysis

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V-Lab

HS Ad AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:15.20% (-0.31%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1190	18.80
$α$	0.1530	49.40
$β$	0.8336	288.94
$γ$	0.1194	2.63

Estimation Period:
Aug 11, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts