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

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V-Lab

Tate & Lyle PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:17.26% (+0.48%)

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
$ω$	0.6732	9.08
$α$	0.0949	5.57
$β$	0.7739	22.71
$γ_{1}$	-0.1284	-3.56
$γ_{2}$	0.2576	4.45
$γ_{3}$	-0.1716	-3.45
$γ_{4}$	-0.0447	-1.01
$γ_{5}$	0.2311	5.44
$γ_{6}$	-0.3093	-6.09
$γ_{7}$	0.3008	5.42
$γ_{8}$	-0.2344	-3.61
$γ_{9}$	0.1799	2.10
$γ_{10}$	-0.1802	-1.80

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

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Volatility Forecasts

Volatility Forecasts