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

V-Lab

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V-Lab

Ashtead Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.07% (-0.24%)

Analysis last updated: Saturday, April 20, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4526	4.98
$α$	0.0880	6.50
$β$	0.8425	32.55
$γ_{1}$	-0.2479	-2.87
$γ_{2}$	0.4418	3.44
$γ_{3}$	-0.2296	-2.67
$γ_{4}$	-0.0744	-0.99
$γ_{5}$	0.2007	3.32
$γ_{6}$	-0.1437	-2.37
$γ_{7}$	0.0551	0.94
$γ_{8}$	0.0126	0.23
$γ_{9}$	-0.0111	-0.20
$γ_{10}$	0.0305	0.37

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts