V-Lab: Weir Group PLC/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Weir Group PLC/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.67% (-0.35%)

Analysis last updated: Saturday, April 20, 2024 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5210	4.41
$α$	0.0860	6.44
$β$	0.8516	39.26
$γ_{1}$	0.0595	1.49
$γ_{2}$	-0.0904	-1.60
$γ_{3}$	-0.0147	-0.33
$γ_{4}$	0.1260	3.30
$γ_{5}$	-0.1533	-4.93
$γ_{6}$	0.1185	4.35
$γ_{7}$	-0.0765	-3.11
$γ_{8}$	0.0447	2.51

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts