V-Lab
V-Lab

ITV PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:32.65% (-1.52%)

Analysis last updated: Thursday, March 28, 2024 at 07:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ITV PLC S0GARCH
paramt-stat
ω1.02527.39
α0.13707.08
β0.757634.57
γ1-0.1115-2.63
γ20.24523.73
γ3-0.1101-2.33
γ4-0.2013-4.69
γ50.35148.09
γ6-0.2681-6.12
γ70.09462.00
γ80.04570.80
γ9-0.0584-1.07
γ100.00310.08
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts