V-Lab: Linde plc Spline-GARCH Volatility Analysis

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V-Lab

Linde plc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:34.78% (-2.29%)

Analysis last updated: Saturday, May 4, 2024 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8460	4.38
$α$	0.0896	4.21
$β$	0.7967	13.03
$γ_{1}$	-1.6989	-2.07
$γ_{2}$	2.9101	2.47
$γ_{3}$	-2.3025	-3.43
$γ_{4}$	2.1593	3.44
$γ_{5}$	-2.4297	-3.40
$γ_{6}$	3.5030	2.14

Estimation Period:
Nov 24, 2017 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts