V-Lab: Hub Cyber Security Ltd Asy. MEM Volatility Analysis

V-Lab

Hub Cyber Security Ltd Asy. MEM Volatility Analysis

Volatility Prediction for Sunday, February 26th, 2023:91.35% (-11.02%)

Analysis last updated: Saturday, February 25, 2023 at 02:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1859	14.22
$α$	0.2720	17.12
$β$	0.6652	41.74
$γ$	-0.0419	-1.00

Estimation Period:
May 13, 2011 to Feb 23, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts