V-Lab: Compass Group PLC GJR-GARCH Volatility Analysis

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V-Lab

Compass Group PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.41% (-0.31%)

Analysis last updated: Saturday, April 20, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0505	12.68
$α$	0.0124	3.26
$β$	0.9285	263.34
$γ$	0.0867	15.81

Estimation Period:
Feb 1, 2001 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts