V-Lab: Hub Cyber Security Ltd MF2-GARCH Volatility Analysis

V-Lab

Hub Cyber Security Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Sunday, March 5th, 2023:63.96% (-5.05%)

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
$m$	126
$α$	0.1031	17.11
$β$	0.8252	145.03
$γ$	0.1428	9.63
$λ_{1}$	9.0733	13.79
$λ_{2}$	0.0112	4.88
$λ_{3}$	0.9857	384.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts