V-Lab: Babcock International Group PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Babcock International Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:30.84% (+0.04%)

Analysis last updated: Saturday, April 27, 2024 at 08:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8316	5.73
$α$	0.0816	6.26
$β$	0.8363	33.31
$γ_{1}$	-0.0455	-1.09
$γ_{2}$	0.0662	1.08
$γ_{3}$	-0.0563	-1.41
$γ_{4}$	0.0823	2.23
$γ_{5}$	-0.1043	-3.07
$γ_{6}$	0.1180	3.73
$γ_{7}$	-0.0767	-2.80
$γ_{8}$	0.0074	0.40

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Babcock International Group PLC Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH