V-Lab: Ashtead Group PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Ashtead Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:38.13% (+10.82%)

Analysis last updated: Saturday, April 27, 2024 at 08:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4721	5.08
$α$	0.0871	6.46
$β$	0.8433	32.44
$γ_{1}$	-0.2285	-2.63
$γ_{2}$	0.4140	3.22
$γ_{3}$	-0.2196	-2.58
$γ_{4}$	-0.0731	-0.97
$γ_{5}$	0.1935	3.21
$γ_{6}$	-0.1368	-2.29
$γ_{7}$	0.0537	0.93
$γ_{8}$	0.0041	0.08
$γ_{9}$	0.0155	0.31
$γ_{10}$	-0.0358	-1.00

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

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