V-Lab: HUB Cyber Security (Israel) MF2-GARCH Volatility Analysis

V-Lab

HUB Cyber Security (Israel) MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:117.33% (-9.11%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.4510	12.36
$β$	0.6151	21.24
$γ$	-0.2739	-4.70
$λ_{1}$	5.6986	2.15
$λ_{2}$	0.4954	1.65
$λ_{3}$	0.5046	1.72

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts