V-Lab: HUB Cyber Security (Israel) AGARCH Volatility Analysis

V-Lab

HUB Cyber Security (Israel) AGARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:130.05% (-15.51%)

Analysis last updated: Friday, June 27, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0230	-0.02
$α$	0.3238	1.30
$β$	0.7974	5.39
$γ$	-0.2848	-0.05

Estimation Period:
Oct 5, 2021 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts