V-Lab: Altair Engineering Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Altair Engineering Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:22.15% (+0.11%)

Analysis last updated: Friday, April 26, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4126	5.92
$α$	0.1773	2.69
$β$	0.0755	0.72
$γ_{1}$	7.9590	2.65
$γ_{2}$	-11.6294	-2.20
$γ_{3}$	6.8977	1.72
$γ_{4}$	-6.4314	-2.29
$γ_{5}$	4.5040	1.94
$γ_{6}$	-1.0544	-0.59
$γ_{7}$	0.4187	0.28
$γ_{8}$	-2.9971	-2.07
$γ_{9}$	5.6208	3.02
$γ_{10}$	-7.8743	-2.52

Estimation Period:
Nov 1, 2017 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts