V-Lab: ITV PLC AGARCH Volatility Analysis

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V-Lab

ITV PLC AGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.82% (-0.97%)

Analysis last updated: Saturday, April 27, 2024 at 08:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0234	6.43
$α$	0.0691	27.90
$β$	0.9259	433.06
$γ$	0.5650	11.93

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts