V-Lab: Hitron Systems Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hitron Systems Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:157.05% (-4.06%)

Analysis last updated: Saturday, April 27, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.8954	3.14
$α$	0.6439	93.76
$β$	0.3549	50.90
$γ_{1}$	-0.5335	-2.91
$γ_{2}$	0.5666	2.44
$γ_{3}$	0.1165	0.89
$γ_{4}$	-0.2100	-1.60
$γ_{5}$	0.0397	0.29
$γ_{6}$	0.0921	0.60
$γ_{7}$	-0.1002	-0.48
$γ_{8}$	-19.0335	-23.42
$γ_{9}$	57.1698	23.47
$γ_{10}$	-56.9369	-22.25

Estimation Period:
Nov 6, 1998 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts