V-Lab: InvoCare Ltd Spline-GARCH Volatility Analysis

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V-Lab

InvoCare Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 30th, 2023:12.46% (0.00%)

Analysis last updated: Friday, December 1, 2023 at 02:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6612	5.08
$α$	0.0972	4.82
$β$	0.7480	11.24
$γ_{1}$	-0.2807	-1.68
$γ_{2}$	0.4719	1.98
$γ_{3}$	-0.4780	-3.07
$γ_{4}$	0.4677	2.94
$γ_{5}$	-0.1583	-1.09
$γ_{6}$	-0.1634	-1.09
$γ_{7}$	0.4057	2.13
$γ_{8}$	-0.5744	-2.68
$γ_{9}$	0.5792	2.45
$γ_{10}$	-0.7503	-2.64

Estimation Period:
Dec 4, 2003 to Nov 24, 2023

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