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

V-Lab

| |

V-Lab

Hitron Systems Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:7.39742357851705e+67% (0.00%)

Analysis last updated: Sunday, May 19, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	51.4747	3.57
$α$	0.8596	1459.45
$β$	0.1401	217.57
$γ_{1}$	-0.1987	-2.67
$γ_{2}$	0.2599	2.41
$γ_{3}$	0.0195	0.24
$γ_{4}$	-0.1467	-1.65
$γ_{5}$	0.1083	1.12
$γ_{6}$	-0.0671	-0.64
$γ_{7}$	-0.0678	-0.33
$γ_{8}$	-29.0754	-74.78
$γ_{9}$	146.8589	362.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts