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

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V-Lab

Weir Group PLC/The Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:20.63% (-0.85%)

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
$ω$	0.5126	4.68
$α$	0.0891	6.33
$β$	0.8377	35.29
$γ_{1}$	0.0587	1.55
$γ_{2}$	-0.0874	-1.63
$γ_{3}$	-0.0195	-0.46
$γ_{4}$	0.1306	3.60
$γ_{5}$	-0.1542	-5.23
$γ_{6}$	0.1087	4.13
$γ_{7}$	-0.0399	-1.39
$γ_{8}$	-0.0623	-1.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts