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

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V-Lab

PROS Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, March 14th, 2025:56.08% (+3.36%)

Analysis last updated: Thursday, March 13, 2025 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5510	4.99
$α$	0.1032	5.28
$β$	0.7526	15.97
$γ_{1}$	-1.2973	-3.92
$γ_{2}$	1.8199	3.87
$γ_{3}$	-0.8733	-3.27
$γ_{4}$	0.7180	2.62
$γ_{5}$	-0.6641	-2.33
$γ_{6}$	0.4529	1.90
$γ_{7}$	-0.0990	-0.43
$γ_{8}$	-0.1007	-0.36
$γ_{9}$	-0.1128	-0.37
$γ_{10}$	0.4728	1.33

Estimation Period:
Jun 28, 2007 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts