V-Lab: ADT Inc MF2-GARCH Volatility Analysis

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V-Lab

ADT Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:43.73% (-0.56%)

Analysis last updated: Wednesday, May 8, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	111
$α$	0.0939	5.65
$β$	0.5766	12.80
$γ$	0.0261	0.79
$λ_{1}$	0.1532	0.31
$λ_{2}$	0.0170	0.24
$λ_{3}$	0.9674	9.50

Estimation Period:
Jan 19, 2018 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts