V-Lab: United Utilities Group PLC AGARCH Volatility Analysis

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V-Lab

United Utilities Group PLC AGARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:17.23% (-0.32%)

Analysis last updated: Thursday, May 2, 2024 at 02:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0178	6.74
$α$	0.0529	33.02
$β$	0.9272	469.48
$γ$	0.6779	19.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts