V-Lab: ITV PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

ITV PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.36% (-1.07%)

Analysis last updated: Saturday, April 20, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0276	7.41
$α$	0.1385	7.14
$β$	0.7547	34.31
$γ_{1}$	-0.1113	-2.66
$γ_{2}$	0.2459	3.78
$γ_{3}$	-0.1131	-2.41
$γ_{4}$	-0.1975	-4.61
$γ_{5}$	0.3510	8.07
$γ_{6}$	-0.2729	-6.22
$γ_{7}$	0.1012	2.14
$γ_{8}$	0.0430	0.75
$γ_{9}$	-0.0626	-1.13
$γ_{10}$	0.0095	0.25

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

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