V-Lab: Hitron Systems Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Hitron Systems Inc APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:33.59% (-6.35%)

Analysis last updated: Sunday, May 19, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1109	15.23
$α$	0.1683	19.68
$β$	0.8317	120.14
$γ$	0.0227	0.79
$δ$	0.6613	21.53

Estimation Period:
Nov 6, 1998 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts