V-Lab: Daily Mail & General Trust PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daily Mail & General Trust PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 10th, 2022:41.39% (-2.68%)

Analysis last updated: Saturday, January 8, 2022 at 06:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8015	4.57
$α$	0.2406	4.32
$β$	0.6178	9.51
$γ_{1}$	0.0008	0.01
$γ_{2}$	-0.0016	-0.01
$γ_{3}$	0.1519	1.92
$γ_{4}$	-0.4273	-6.91
$γ_{5}$	0.4958	8.96
$γ_{6}$	-0.3190	-5.75
$γ_{7}$	0.0975	1.58
$γ_{8}$	0.0291	0.32
$γ_{9}$	0.0121	0.09
$γ_{10}$	-0.0857	-0.70

Estimation Period:
Jan 1, 1990 to Jan 7, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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