V-Lab: ITV PLC EGARCH Volatility Analysis

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V-Lab

ITV PLC EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:27.17% (-0.46%)

Analysis last updated: Thursday, April 18, 2024 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0195	8.71
$α$	0.1110	26.95
$β$	0.9910	1438.37
$γ$	-0.0445	-16.07

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts