V-Lab: Meggitt PLC GARCH Volatility Analysis

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V-Lab

Meggitt PLC GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 14th, 2022:16.47% (-0.02%)

Analysis last updated: Wednesday, September 14, 2022 at 01:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1417	13.09
$α$	0.0961	21.40
$β$	0.8667	135.73

Estimation Period:
Jan 1, 1990 to Sep 9, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts