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

V-Lab

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V-Lab

RELX PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.18% (-0.49%)

Analysis last updated: Friday, May 3, 2024 at 03:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0536	6.65
$α$	0.0710	7.91
$β$	0.8840	63.53
$γ_{1}$	-0.0368	-0.71
$γ_{2}$	0.1733	2.10
$γ_{3}$	-0.2408	-3.81
$γ_{4}$	0.0569	1.04
$γ_{5}$	0.1603	2.66
$γ_{6}$	-0.2118	-2.87
$γ_{7}$	0.1394	2.03
$γ_{8}$	-0.0203	-0.34
$γ_{9}$	-0.0327	-0.57
$γ_{10}$	0.0109	0.28

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

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