V-Lab: United Utilities Group PLC EGARCH Volatility Analysis

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V-Lab

United Utilities Group PLC EGARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:17.84% (-0.61%)

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
$ω$	0.0163	7.37
$α$	0.1058	32.31
$β$	0.9817	929.61
$γ$	-0.0537	-11.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts