V-Lab: Proto Labs Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Proto Labs Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:34.75% (+0.03%)

Analysis last updated: Monday, May 6, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.2649	9.70
$β$	0.4150	11.28
$γ$	-0.0619	-1.66
$λ_{1}$	1.0193	0.46
$λ_{2}$	0.0995	0.47
$λ_{3}$	0.7858	1.70

Estimation Period:
Feb 24, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts