V-Lab: Alliance Witan PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Alliance Witan PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:14.74% (+0.53%)

Analysis last updated: Tuesday, November 12, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7909	10.10
$α$	0.1149	11.22
$β$	0.8553	75.86
$γ_{1}$	-0.0003	-2.24

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts