V-Lab: Hitron Systems Inc MF2-GARCH Volatility Analysis

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V-Lab

Hitron Systems Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:60.33% (-0.98%)

Analysis last updated: Sunday, May 19, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1638	20.59
$β$	0.6887	36.51
$γ$	0.0142	0.84
$λ_{1}$	0.4274	0.15
$λ_{2}$	0.7437	3.02
$λ_{3}$	0.2563	1.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts