V-Lab: ADT Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ADT Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:42.02% (-0.15%)

Analysis last updated: Friday, April 19, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2926	5.73
$α$	0.0849	1.71
$β$	0.4969	2.18
$γ_{1}$	0.7433	2.18
$γ_{2}$	-1.2916	-2.32
$γ_{3}$	0.8731	2.31
$γ_{4}$	-0.3964	-1.79

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts