V-Lab: Smiths Group PLC EGARCH Volatility Analysis

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V-Lab

Smiths Group PLC EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:23.11% (+0.50%)

Analysis last updated: Thursday, April 18, 2024 at 06:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0243	11.29
$α$	0.1290	31.10
$β$	0.9817	916.58
$γ$	-0.0509	-13.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts