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

V-Lab

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V-Lab

Babcock International Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:31.26% (-0.48%)

Analysis last updated: Friday, April 19, 2024 at 08:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8285	5.72
$α$	0.0818	6.24
$β$	0.8351	32.87
$γ_{1}$	-0.0464	-1.11
$γ_{2}$	0.0676	1.10
$γ_{3}$	-0.0572	-1.44
$γ_{4}$	0.0831	2.25
$γ_{5}$	-0.1047	-3.09
$γ_{6}$	0.1175	3.73
$γ_{7}$	-0.0748	-2.74
$γ_{8}$	0.0051	0.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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