V-Lab: Compass Group PLC Spline-GARCH Volatility Analysis

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V-Lab

Compass Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:15.79% (-0.61%)

Analysis last updated: Saturday, April 27, 2024 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0935	4.96
$α$	0.1055	6.76
$β$	0.7838	23.56
$γ_{1}$	-0.1030	-0.45
$γ_{2}$	0.0718	0.18
$γ_{3}$	0.1822	0.68
$γ_{4}$	-0.3659	-2.23
$γ_{5}$	0.3183	2.63
$γ_{6}$	-0.0310	-0.30
$γ_{7}$	-0.2097	-1.95
$γ_{8}$	0.4410	3.23
$γ_{9}$	-0.7274	-3.97
$γ_{10}$	0.6897	2.74

Estimation Period:
Feb 1, 2001 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts