V-Lab: HUB Cyber Security (Israel) Zero Slope Spline-GARCH Volatility Analysis

V-Lab

HUB Cyber Security (Israel) Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:151.84% (-4.65%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7683	2.02
$α$	0.3965	6.51
$β$	0.6032	9.90
$γ_{1}$	-28.2341	-0.75
$γ_{2}$	29.7420	0.53
$γ_{3}$	46.9459	1.72
$γ_{4}$	-98.5825	-4.45
$γ_{5}$	75.4183	3.14
$γ_{6}$	-55.7238	-2.18
$γ_{7}$	48.5508	1.44
$γ_{8}$	-12.4553	-0.45
$γ_{9}$	-14.9323	-0.81
$γ_{10}$	10.9895	1.05

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts