V-Lab: William Hill PLC MF2-GARCH Volatility Analysis

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V-Lab

William Hill PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 22nd, 2021:10.73% (-6.39%)

Analysis last updated: Thursday, April 22, 2021 at 01:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1067	6.32
$β$	0.3550	10.08
$γ$	0.0212	2.09
$λ_{1}$	0.0111	0.26
$λ_{2}$	1.0000	4.09
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 14, 2002 to Apr 16, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts