V-Lab: Tate & Lyle PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tate & Lyle PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.45% (-1.17%)

Analysis last updated: Saturday, April 20, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7216	9.50
$α$	0.0954	5.58
$β$	0.7785	23.49
$γ_{1}$	-0.0994	-2.76
$γ_{2}$	0.2149	3.72
$γ_{3}$	-0.1527	-3.06
$γ_{4}$	-0.0478	-1.07
$γ_{5}$	0.2221	5.17
$γ_{6}$	-0.2941	-5.64
$γ_{7}$	0.2825	4.97
$γ_{8}$	-0.2094	-3.24
$γ_{9}$	0.1326	1.75
$γ_{10}$	-0.0590	-1.22

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

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Volatility Forecasts

Volatility Forecasts