V-Lab: Pearson PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Pearson PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:24.85% (+0.75%)

Analysis last updated: Saturday, May 4, 2024 at 08:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5644	8.64
$α$	0.1264	5.60
$β$	0.7051	14.95
$γ_{1}$	-0.0755	-1.94
$γ_{2}$	0.1139	2.05
$γ_{3}$	-0.0004	-0.01
$γ_{4}$	-0.2257	-6.71
$γ_{5}$	0.3996	12.16
$γ_{6}$	-0.3644	-8.88
$γ_{7}$	0.2861	4.60
$γ_{8}$	-0.2103	-2.46
$γ_{9}$	0.0797	1.00
$γ_{10}$	0.0047	0.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts