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

V-Lab

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V-Lab

Altair Engineering Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:20.19% (-0.44%)

Analysis last updated: Friday, May 10, 2024 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4094	5.98
$α$	0.1779	2.74
$β$	0.0681	0.66
$γ_{1}$	7.8267	2.66
$γ_{2}$	-11.4002	-2.20
$γ_{3}$	6.6836	1.68
$γ_{4}$	-6.2159	-2.25
$γ_{5}$	4.3298	1.93
$γ_{6}$	-0.8343	-0.48
$γ_{7}$	0.0372	0.03
$γ_{8}$	-2.5500	-1.79
$γ_{9}$	5.3638	2.91
$γ_{10}$	-8.2289	-2.56

Estimation Period:
Nov 1, 2017 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts