V-Lab: International Game Technology PLC MF2-GARCH Volatility Analysis

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V-Lab

International Game Technology PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:41.56% (-0.80%)

Analysis last updated: Monday, April 29, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0111	8.00
$β$	0.9468	316.35
$γ$	0.0580	18.44
$λ_{1}$	6.9152	0.01
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.1659	0.00

Estimation Period:
Mar 26, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts