V-Lab: International Game Technology PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

International Game Technology PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:39.91% (+3.59%)

Analysis last updated: Tuesday, April 30, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1250	8.62
$α$	0.1108	7.26
$β$	0.7702	26.52
$γ_{1}$	-0.0050	-0.14
$γ_{2}$	0.0094	0.15
$γ_{3}$	0.0074	0.13
$γ_{4}$	-0.0577	-1.02
$γ_{5}$	0.1229	1.91
$γ_{6}$	-0.1144	-1.60
$γ_{7}$	0.0049	0.06
$γ_{8}$	0.1204	1.65
$γ_{9}$	-0.1645	-2.57
$γ_{10}$	0.0969	2.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts