V-Lab: Hitron Systems Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hitron Systems Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:170.63% (-2.01%)

Analysis last updated: Wednesday, May 1, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.7765	0.93
$α$	0.6375	44.85
$β$	0.3564	56.94
$γ_{1}$	-0.1161	-0.96
$γ_{2}$	0.0812	0.46
$γ_{3}$	0.2009	1.63
$γ_{4}$	-0.2593	-2.16
$γ_{5}$	0.1243	0.96
$γ_{6}$	-0.0035	-0.02
$γ_{7}$	-0.0139	-0.07
$γ_{8}$	-18.4962	-25.70
$γ_{9}$	55.4903	26.08
$γ_{10}$	-55.5810	-24.70

Estimation Period:
Nov 6, 1998 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts