V-Lab: Helical Bar PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Helical Bar PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:33.71% (-3.23%)

Analysis last updated: Friday, May 17, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4592	4.61
$α$	0.2016	7.86
$β$	0.6810	20.45
$γ_{1}$	-0.2091	-4.33
$γ_{2}$	0.4355	6.10
$γ_{3}$	-0.3422	-5.37
$γ_{4}$	0.2381	3.48
$γ_{5}$	-0.2415	-4.16
$γ_{6}$	0.1436	3.55
$γ_{7}$	-0.0044	-0.15
$γ_{8}$	-0.0240	-0.90
$γ_{9}$	-0.0049	-0.25

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts