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

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V-Lab

Compass Group PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:19.47% (-1.20%)

Analysis last updated: Saturday, May 18, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0935	4.98
$α$	0.1050	6.75
$β$	0.7840	23.55
$γ_{1}$	-0.1045	-0.46
$γ_{2}$	0.0752	0.19
$γ_{3}$	0.1781	0.67
$γ_{4}$	-0.3629	-2.23
$γ_{5}$	0.3190	2.66
$γ_{6}$	-0.0353	-0.34
$γ_{7}$	-0.2038	-1.92
$γ_{8}$	0.4370	3.28
$γ_{9}$	-0.7360	-4.12
$γ_{10}$	0.7368	3.01

Estimation Period:
Feb 1, 2001 to May 17, 2024

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Volatility Forecasts

Volatility Forecasts