V-Lab: ITV PLC Spline-GARCH Volatility Analysis

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V-Lab

ITV PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:30.00% (+3.34%)

Analysis last updated: Thursday, May 9, 2024 at 08:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9629	7.32
$α$	0.1396	7.22
$β$	0.7419	32.56
$γ_{1}$	-0.1336	-3.31
$γ_{2}$	0.2777	4.46
$γ_{3}$	-0.1251	-2.79
$γ_{4}$	-0.2006	-4.90
$γ_{5}$	0.3684	8.73
$γ_{6}$	-0.2988	-6.97
$γ_{7}$	0.1270	2.73
$γ_{8}$	0.0205	0.36
$γ_{9}$	-0.0318	-0.52
$γ_{10}$	-0.0668	-0.59

Estimation Period:
Jan 1, 1990 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts