V-Lab: Whitbread PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Whitbread PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:31.73% (+7.39%)

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
$ω$	0.6999	6.25
$α$	0.1230	9.48
$β$	0.8030	40.01
$γ_{1}$	-0.1277	-2.52
$γ_{2}$	0.2371	3.08
$γ_{3}$	-0.1657	-2.83
$γ_{4}$	0.0269	0.50
$γ_{5}$	0.1298	2.18
$γ_{6}$	-0.2140	-3.01
$γ_{7}$	0.1494	2.23
$γ_{8}$	0.0142	0.25
$γ_{9}$	-0.1029	-1.62
$γ_{10}$	0.0661	1.29

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts