V-Lab: ADT Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ADT Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:48.61% (-0.27%)

Analysis last updated: Thursday, April 18, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2862	5.67
$α$	0.0843	1.72
$β$	0.5011	2.19
$γ_{1}$	0.7320	2.07
$γ_{2}$	-1.2513	-2.16
$γ_{3}$	0.7659	1.83
$γ_{4}$	-0.1004	-0.21

Estimation Period:
Jan 19, 2018 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts