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

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V-Lab

RELX PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:15.98% (+0.04%)

Analysis last updated: Saturday, April 20, 2024 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0551	6.62
$α$	0.0712	7.93
$β$	0.8841	63.76
$γ_{1}$	-0.0344	-0.66
$γ_{2}$	0.1690	2.04
$γ_{3}$	-0.2377	-3.75
$γ_{4}$	0.0554	1.01
$γ_{5}$	0.1606	2.66
$γ_{6}$	-0.2116	-2.86
$γ_{7}$	0.1393	2.02
$γ_{8}$	-0.0204	-0.34
$γ_{9}$	-0.0330	-0.57
$γ_{10}$	0.0115	0.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts