V-Lab: Tate & Lyle PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tate & Lyle PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:20.34% (+0.38%)

Analysis last updated: Wednesday, May 1, 2024 at 03:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7142	9.36
$α$	0.0949	5.56
$β$	0.7805	23.68
$γ_{1}$	-0.1019	-2.81
$γ_{2}$	0.2185	3.77
$γ_{3}$	-0.1553	-3.11
$γ_{4}$	-0.0441	-0.98
$γ_{5}$	0.2178	5.07
$γ_{6}$	-0.2903	-5.58
$γ_{7}$	0.2798	4.92
$γ_{8}$	-0.2076	-3.26
$γ_{9}$	0.1313	1.74
$γ_{10}$	-0.0582	-1.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts