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

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V-Lab

Compass Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:14.62% (-0.65%)

Analysis last updated: Saturday, April 27, 2024 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1166	5.06
$α$	0.1050	6.80
$β$	0.7866	23.93
$γ_{1}$	-0.0860	-0.38
$γ_{2}$	0.0511	0.13
$γ_{3}$	0.1813	0.67
$γ_{4}$	-0.3530	-2.13
$γ_{5}$	0.3031	2.47
$γ_{6}$	-0.0227	-0.21
$γ_{7}$	-0.2062	-1.94
$γ_{8}$	0.4218	3.33
$γ_{9}$	-0.6810	-4.52
$γ_{10}$	0.5719	4.83

Estimation Period:
Feb 1, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts