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

V-Lab

| |

V-Lab

RELX PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:15.91% (-0.04%)

Analysis last updated: Friday, April 19, 2024 at 07:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0305	6.36
$α$	0.0698	7.94
$β$	0.8876	66.54
$γ_{1}$	-0.0438	-0.82
$γ_{2}$	0.1833	2.15
$γ_{3}$	-0.2453	-3.80
$γ_{4}$	0.0586	1.05
$γ_{5}$	0.1616	2.60
$γ_{6}$	-0.2154	-2.84
$γ_{7}$	0.1430	2.03
$γ_{8}$	-0.0233	-0.38
$γ_{9}$	-0.0285	-0.48
$γ_{10}$	0.0067	0.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts