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

V-Lab

| |

V-Lab

Next PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:22.73% (-0.61%)

Analysis last updated: Thursday, April 18, 2024 at 06:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8273	7.42
$α$	0.0766	6.60
$β$	0.8486	36.84
$γ_{1}$	-0.0691	-1.85
$γ_{2}$	0.2324	3.88
$γ_{3}$	-0.2545	-4.72
$γ_{4}$	0.0557	1.01
$γ_{5}$	0.1768	3.19
$γ_{6}$	-0.3200	-5.35
$γ_{7}$	0.3163	4.32
$γ_{8}$	-0.1770	-2.20
$γ_{9}$	0.0105	0.17
$γ_{10}$	0.0493	1.32

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts