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

V-Lab

| |

V-Lab

Smith & Nephew PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.59% (+1.04%)

Analysis last updated: Saturday, April 27, 2024 at 08:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0601	9.58
$α$	0.1186	8.13
$β$	0.7651	29.44
$γ_{1}$	0.0209	0.82
$γ_{2}$	0.0369	0.96
$γ_{3}$	-0.1405	-5.67
$γ_{4}$	0.1349	5.46
$γ_{5}$	-0.0979	-3.59
$γ_{6}$	0.0814	3.01
$γ_{7}$	-0.0183	-0.64
$γ_{8}$	-0.0911	-1.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts