V-Lab: Intertek Group PLC MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Intertek Group PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:18.20% (0.00%)

Analysis last updated: Wednesday, May 8, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.0210	8.98
$β$	0.8993	122.85
$γ$	0.0752	15.04
$λ_{1}$	2.2130	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.1330	0.00

Estimation Period:
May 23, 2002 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts