V-Lab: United Utilities Group PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

United Utilities Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:17.78% (-0.44%)

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
$ω$	0.8316	8.81
$α$	0.0710	6.53
$β$	0.8629	46.77
$γ_{1}$	-0.0450	-1.43
$γ_{2}$	0.0894	1.91
$γ_{3}$	-0.1210	-4.51
$γ_{4}$	0.1499	6.08
$γ_{5}$	-0.1176	-3.98
$γ_{6}$	0.0782	2.56
$γ_{7}$	-0.0555	-2.10
$γ_{8}$	0.0271	1.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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