V-Lab: Smith & Nephew PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Smith & Nephew PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:23.02% (-0.28%)

Analysis last updated: Friday, April 19, 2024 at 07:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0807	9.29
$α$	0.1095	8.06
$β$	0.7943	34.68
$γ_{1}$	0.0276	1.04
$γ_{2}$	0.0250	0.62
$γ_{3}$	-0.1304	-5.04
$γ_{4}$	0.1273	4.92
$γ_{5}$	-0.0965	-3.36
$γ_{6}$	0.0907	3.22
$γ_{7}$	-0.0480	-1.88
$γ_{8}$	-0.0056	-0.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts