V-Lab: RELX PLC Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

RELX PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:17.09% (-0.43%)

Analysis last updated: Thursday, May 9, 2024 at 08:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0276	6.59
$α$	0.0707	7.85
$β$	0.8827	62.02
$γ_{1}$	-0.0516	-1.01
$γ_{2}$	0.1987	2.44
$γ_{3}$	-0.2591	-4.18
$γ_{4}$	0.0675	1.26
$γ_{5}$	0.1610	2.72
$γ_{6}$	-0.2236	-3.10
$γ_{7}$	0.1587	2.34
$γ_{8}$	-0.0456	-0.75
$γ_{9}$	0.0072	0.11
$γ_{10}$	-0.0818	-1.11

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

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