V-Lab: Altair Engineering Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Altair Engineering Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:29.41% (-1.25%)

Analysis last updated: Thursday, May 9, 2024 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3513	5.88
$α$	0.1695	2.64
$β$	0.0887	0.81
$γ_{1}$	7.6736	2.55
$γ_{2}$	-11.1802	-2.11
$γ_{3}$	6.5942	1.64
$γ_{4}$	-6.1740	-2.19
$γ_{5}$	4.2840	1.85
$γ_{6}$	-0.8168	-0.46
$γ_{7}$	0.0181	0.01
$γ_{8}$	-2.1232	-1.53
$γ_{9}$	3.6162	2.50
$γ_{10}$	-2.5891	-2.13

Estimation Period:
Nov 1, 2017 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts