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

V-Lab

HUB Cyber Security (Israel) GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:111.66% (+0.20%)

Analysis last updated: Friday, June 27, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0080	7.25
$α$	0.1924	5.17
$β$	0.8242	56.57
$γ$	-0.0330	-0.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts