V-Lab: InvoCare Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

InvoCare Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 30th, 2023:21.02% (0.00%)

Analysis last updated: Friday, December 1, 2023 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6715	5.37
$α$	0.1003	5.26
$β$	0.7306	10.08
$γ_{1}$	-0.2514	-1.57
$γ_{2}$	0.4239	1.85
$γ_{3}$	-0.4460	-2.95
$γ_{4}$	0.4479	2.89
$γ_{5}$	-0.1536	-1.09
$γ_{6}$	-0.1498	-1.03
$γ_{7}$	0.3661	2.00
$γ_{8}$	-0.4811	-2.38
$γ_{9}$	0.3564	1.80
$γ_{10}$	-0.1322	-0.80

Estimation Period:
Dec 4, 2003 to Nov 24, 2023

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