V-Lab: Hub Cyber Security Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Hub Cyber Security Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, March 5th, 2023:55.96% (-3.69%)

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
$ω$	0.5347	2.91
$α$	0.1270	4.07
$β$	0.8041	19.41
$γ_{1}$	-1.4942	-1.42
$γ_{2}$	2.5751	1.61
$γ_{3}$	-1.9182	-1.96
$γ_{4}$	0.7839	0.83
$γ_{5}$	0.1865	0.21
$γ_{6}$	0.2138	0.31
$γ_{7}$	-0.2096	-0.32
$γ_{8}$	-0.5745	-0.72
$γ_{9}$	0.5114	0.61
$γ_{10}$	-0.0424	-0.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts