V-Lab: Berkeley Group Holdings PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Berkeley Group Holdings PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:26.24% (-3.05%)

Analysis last updated: Saturday, May 11, 2024 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0393	3.36
$α$	0.1963	8.75
$β$	0.6624	18.70
$γ_{1}$	-0.0417	-0.90
$γ_{2}$	0.1457	2.36
$γ_{3}$	-0.1817	-3.92
$γ_{4}$	0.1145	2.12
$γ_{5}$	-0.0699	-1.35
$γ_{6}$	0.0554	1.32
$γ_{7}$	-0.0340	-0.83
$γ_{8}$	0.0100	0.25
$γ_{9}$	0.0074	0.28

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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