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

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V-Lab

Pearson PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.95% (-0.40%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5607	8.62
$α$	0.1261	5.64
$β$	0.7048	14.97
$γ_{1}$	-0.0784	-2.01
$γ_{2}$	0.1182	2.12
$γ_{3}$	-0.0022	-0.06
$γ_{4}$	-0.2260	-6.72
$γ_{5}$	0.4007	12.18
$γ_{6}$	-0.3651	-8.89
$γ_{7}$	0.2865	4.62
$γ_{8}$	-0.2106	-2.47
$γ_{9}$	0.0809	1.02
$γ_{10}$	0.0027	0.06

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

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Volatility Forecasts

Volatility Forecasts