V-Lab: United Utilities Group PLC MF2-GARCH Volatility Analysis

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V-Lab

United Utilities Group PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:0.14% (-9.77%)

Analysis last updated: Thursday, May 2, 2024 at 02:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	91
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	1.8617	18616840.00
$λ_{2}$	0.0030	30420.00
$λ_{3}$	0.0730	730020.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts