V-Lab: Pearson PLC MF2-GARCH Volatility Analysis

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V-Lab

Pearson PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:21.20% (+0.75%)

Analysis last updated: Tuesday, May 14, 2024 at 08:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1047	11.40
$β$	0.6094	30.48
$γ$	0.0438	4.25
$λ_{1}$	0.0205	0.96
$λ_{2}$	0.0324	1.52
$λ_{3}$	0.9624	35.24

Estimation Period:
Jan 1, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts