V-Lab: Hitron Systems Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Hitron Systems Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:73.33% (-9.06%)

Analysis last updated: Saturday, April 27, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2258	16.24
$α$	0.2355	50.53
$β$	0.7602	174.60
$γ$	0.0046	0.60
$δ$	1.6372	30.80

Estimation Period:
Nov 6, 1998 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts