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

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V-Lab

Intertek Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.59% (+0.59%)

Analysis last updated: Saturday, April 20, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1226	6.53
$α$	0.0928	7.09
$β$	0.8168	27.36
$γ_{1}$	0.0742	2.61
$γ_{2}$	-0.1359	-3.28
$γ_{3}$	0.1077	3.87
$γ_{4}$	-0.0709	-2.67
$γ_{5}$	0.0327	1.61

Estimation Period:
May 23, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts