V-Lab: Weir Group PLC/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Weir Group PLC/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.55% (+0.39%)

Analysis last updated: Wednesday, May 1, 2024 at 03:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5173	4.39
$α$	0.0875	6.49
$β$	0.8488	38.69
$γ_{1}$	0.0577	1.45
$γ_{2}$	-0.0880	-1.56
$γ_{3}$	-0.0153	-0.34
$γ_{4}$	0.1260	3.33
$γ_{5}$	-0.1532	-4.97
$γ_{6}$	0.1186	4.39
$γ_{7}$	-0.0769	-3.16
$γ_{8}$	0.0451	2.56

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts