V-Lab: HS Ad GARCH Volatility Analysis

V-Lab

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V-Lab

HS Ad GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:15.24% (-0.05%)

Analysis last updated: Tuesday, April 16, 2024 at 08:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0802	14.84
$α$	0.1069	33.71
$β$	0.8811	256.13

Estimation Period:
Aug 11, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts