V-Lab: RELX PLC Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

RELX PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:16.52% (+0.66%)

Analysis last updated: Saturday, April 27, 2024 at 08:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0291	6.60
$α$	0.0707	7.85
$β$	0.8828	62.07
$γ_{1}$	-0.0516	-1.01
$γ_{2}$	0.1988	2.43
$γ_{3}$	-0.2585	-4.15
$γ_{4}$	0.0657	1.22
$γ_{5}$	0.1629	2.74
$γ_{6}$	-0.2245	-3.09
$γ_{7}$	0.1589	2.34
$γ_{8}$	-0.0469	-0.78
$γ_{9}$	0.0110	0.17
$γ_{10}$	-0.0885	-1.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts