V-Lab: ADT Inc GARCH Volatility Analysis

V-Lab

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V-Lab

ADT Inc GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:43.01% (+0.66%)

Analysis last updated: Friday, April 26, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7941	9.88
$α$	0.1297	9.13
$β$	0.5938	16.32

Estimation Period:
Jan 19, 2018 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts