V-Lab: Renewables Infrastructure Group Ltd/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Renewables Infrastructure Group Ltd/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:22.58% (-0.41%)

Analysis last updated: Thursday, May 2, 2024 at 02:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5616	5.05
$α$	0.1250	3.90
$β$	0.7738	13.65
$γ_{1}$	-0.1791	-1.75
$γ_{2}$	0.3202	2.09
$γ_{3}$	-0.2046	-1.91
$γ_{4}$	0.0472	0.64

Estimation Period:
Jul 26, 2013 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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