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

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V-Lab

Pearson PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:24.44% (+0.22%)

Analysis last updated: Thursday, May 2, 2024 at 02:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5684	8.72
$α$	0.1265	5.62
$β$	0.7041	14.92
$γ_{1}$	-0.0741	-1.91
$γ_{2}$	0.1124	2.03
$γ_{3}$	-0.0003	-0.01
$γ_{4}$	-0.2259	-6.72
$γ_{5}$	0.4001	12.19
$γ_{6}$	-0.3650	-8.91
$γ_{7}$	0.2868	4.62
$γ_{8}$	-0.2111	-2.47
$γ_{9}$	0.0810	1.01
$γ_{10}$	0.0033	0.07

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

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