V-Lab: ADT Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

ADT Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:42.32% (+0.45%)

Analysis last updated: Friday, April 26, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2917	5.73
$α$	0.0849	1.73
$β$	0.5007	2.22
$γ_{1}$	0.7333	2.16
$γ_{2}$	-1.2744	-2.31
$γ_{3}$	0.8585	2.28
$γ_{4}$	-0.3850	-1.75

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts