V-Lab: International Game Technology PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

International Game Technology PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:36.96% (-0.84%)

Analysis last updated: Monday, May 20, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0963	8.26
$α$	0.1108	7.34
$β$	0.7730	27.26
$γ_{1}$	-0.0088	-0.24
$γ_{2}$	0.0149	0.24
$γ_{3}$	0.0031	0.05
$γ_{4}$	-0.0533	-0.93
$γ_{5}$	0.1209	1.87
$γ_{6}$	-0.1154	-1.60
$γ_{7}$	0.0072	0.09
$γ_{8}$	0.1202	1.63
$γ_{9}$	-0.1700	-2.66
$γ_{10}$	0.1048	2.49

Estimation Period:
Mar 26, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts