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

V-Lab

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V-Lab

Hitron Systems Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:6.112957418467759e+61% (0.00%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	45.0631	3.17
$α$	0.8186	967.61
$β$	0.1811	190.20
$γ_{1}$	-0.1792	-1.80
$γ_{2}$	0.1744	1.18
$γ_{3}$	0.1422	1.29
$γ_{4}$	-0.1903	-1.71
$γ_{5}$	0.0248	0.21
$γ_{6}$	0.1392	0.94
$γ_{7}$	-0.3466	-1.70
$γ_{8}$	0.6465	1.65
$γ_{9}$	-34.2963	-48.33
$γ_{10}$	166.8293	215.03

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts