V-Lab: WPP PLC Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

WPP PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.29% (+1.51%)

Analysis last updated: Saturday, April 27, 2024 at 08:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6954	4.79
$α$	0.0990	7.24
$β$	0.8230	31.38
$γ_{1}$	-0.4384	-7.48
$γ_{2}$	0.6626	7.10
$γ_{3}$	-0.2283	-3.44
$γ_{4}$	-0.1581	-3.27
$γ_{5}$	0.3514	8.82
$γ_{6}$	-0.3052	-7.39
$γ_{7}$	0.1470	3.26
$γ_{8}$	0.0286	0.54
$γ_{9}$	-0.1192	-1.61
$γ_{10}$	0.0237	0.20

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

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Volatility Forecasts

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