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

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V-Lab

Intertek Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.46% (+0.65%)

Analysis last updated: Saturday, April 20, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1192	6.65
$α$	0.0901	6.98
$β$	0.8173	26.38
$γ_{1}$	0.0739	2.65
$γ_{2}$	-0.1338	-3.29
$γ_{3}$	0.1011	3.65
$γ_{4}$	-0.0534	-1.77
$γ_{5}$	-0.0154	-0.33

Estimation Period:
May 23, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts