V-Lab: Smith & Nephew PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Smith & Nephew PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:25.22% (+0.84%)

Analysis last updated: Saturday, April 27, 2024 at 08:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0680	9.18
$α$	0.1101	8.08
$β$	0.7933	34.56
$γ_{1}$	0.0260	0.98
$γ_{2}$	0.0268	0.67
$γ_{3}$	-0.1307	-5.06
$γ_{4}$	0.1274	4.94
$γ_{5}$	-0.0967	-3.38
$γ_{6}$	0.0914	3.24
$γ_{7}$	-0.0495	-1.94
$γ_{8}$	-0.0041	-0.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts