V-Lab: Hub Cyber Security Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

Hub Cyber Security Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Sunday, March 5th, 2023:300,218.84% (-59,329.34%)

Analysis last updated: Saturday, March 4, 2023 at 02:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.6956	4.55
$α$	0.1207	16.65
$β$	0.9990	1,982.14
$ν$	2.0000	532.62

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