V-Lab: HS Ad MF2-GARCH Volatility Analysis

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V-Lab

HS Ad MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:11.64% (-0.29%)

Analysis last updated: Sunday, April 21, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1320	17.43
$β$	0.7554	58.21
$γ$	0.0138	1.36
$λ_{1}$	0.0045	2.97
$λ_{2}$	0.0119	5.66
$λ_{3}$	0.9865	444.38

Estimation Period:
Aug 11, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts