V-Lab: PROS Holdings Inc MF2-GARCH Volatility Analysis

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V-Lab

PROS Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 17th, 2025:58.33% (-2.13%)

Analysis last updated: Friday, March 14, 2025 at 10:55 PM UTC

Date Range:

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to

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1Y ·

2Y ·

5Y ·

10Y ·

graph of PROS Holdings Inc MF2-GARCH

Volatility Summary Table

Closing Price:	$20.61	Return:	2.31%	1 Week Pred:	58.12%
Average Week Vol:	57.93%	Average Month Vol:	47.41%	1 Month Pred:	57.45%
Min Vol:	33.80%	Max Vol:	203.14%	6 Month Pred:	55.88%
Average Vol:	55.92%	Vol of Vol:	55.19%	1 Year Pred:	55.52%

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0173	5.80
$β$	0.8955	230.20
$γ$	0.1051	22.15
$λ_{1}$	10.0000	0.01
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.1714	0.00

Estimation Period:
Jun 28, 2007 to Mar 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts