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

V-Lab

Hub Cyber Security Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Sunday, March 5th, 2023:72.02% (-3.21%)

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
$ω$	0.5282	2.89
$α$	0.1277	4.02
$β$	0.8033	19.59
$γ_{1}$	-1.5324	-1.46
$γ_{2}$	2.6362	1.65
$γ_{3}$	-1.9599	-2.00
$γ_{4}$	0.8178	0.87
$γ_{5}$	0.1554	0.18
$γ_{6}$	0.2570	0.37
$γ_{7}$	-0.2919	-0.43
$γ_{8}$	-0.3985	-0.45
$γ_{9}$	0.0605	0.05
$γ_{10}$	1.2668	0.62

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts