V-Lab: Ashtead Group PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Ashtead Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:25.90% (-0.41%)

Analysis last updated: Friday, April 19, 2024 at 08:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4723	5.07
$α$	0.0869	6.46
$β$	0.8439	32.55
$γ_{1}$	-0.2295	-2.63
$γ_{2}$	0.4154	3.22
$γ_{3}$	-0.2197	-2.57
$γ_{4}$	-0.0731	-0.97
$γ_{5}$	0.1918	3.17
$γ_{6}$	-0.1331	-2.21
$γ_{7}$	0.0493	0.85
$γ_{8}$	0.0080	0.15
$γ_{9}$	0.0115	0.23
$γ_{10}$	-0.0319	-0.88

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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