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

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V-Lab

Whitbread PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:23.06% (-0.93%)

Analysis last updated: Wednesday, April 17, 2024 at 01:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6999	6.24
$α$	0.1234	9.49
$β$	0.8026	39.92
$γ_{1}$	-0.1277	-2.52
$γ_{2}$	0.2368	3.07
$γ_{3}$	-0.1644	-2.79
$γ_{4}$	0.0247	0.46
$γ_{5}$	0.1323	2.21
$γ_{6}$	-0.2156	-3.03
$γ_{7}$	0.1495	2.23
$γ_{8}$	0.0142	0.25
$γ_{9}$	-0.1013	-1.58
$γ_{10}$	0.0640	1.24

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

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