V-Lab: Next PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Next PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.74% (-0.74%)

Analysis last updated: Saturday, April 27, 2024 at 08:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8307	7.48
$α$	0.0771	6.55
$β$	0.8448	35.50
$γ_{1}$	-0.0697	-1.91
$γ_{2}$	0.2336	3.98
$γ_{3}$	-0.2561	-4.83
$γ_{4}$	0.0572	1.05
$γ_{5}$	0.1765	3.22
$γ_{6}$	-0.3217	-5.44
$γ_{7}$	0.3197	4.41
$γ_{8}$	-0.1807	-2.26
$γ_{9}$	0.0132	0.21
$γ_{10}$	0.0482	1.31

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts