V-Lab: Hub Cyber Security Ltd AGARCH Volatility Analysis

V-Lab

Hub Cyber Security Ltd AGARCH Volatility Analysis

Volatility Prediction for Sunday, March 5th, 2023:65.54% (-4.24%)

Analysis last updated: Saturday, March 4, 2023 at 02:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3409	8.92
$α$	0.1255	16.35
$β$	0.8595	127.09
$γ$	0.8575	5.67

Estimation Period:
May 6, 2011 to Mar 2, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts