V-Lab: Sage Group PLC/The Spline-GARCH Volatility Analysis

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V-Lab

Sage Group PLC/The Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:18.57% (-0.18%)

Analysis last updated: Thursday, May 16, 2024 at 08:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3654	4.52
$α$	0.2341	5.21
$β$	0.4263	5.61
$γ_{1}$	-0.0617	-0.82
$γ_{2}$	0.0659	0.62
$γ_{3}$	0.0691	1.10
$γ_{4}$	-0.3005	-7.08
$γ_{5}$	0.4319	14.18
$γ_{6}$	-0.3172	-10.66
$γ_{7}$	0.1638	4.89
$γ_{8}$	-0.0350	-0.90
$γ_{9}$	-0.0433	-0.87
$γ_{10}$	0.0101	0.11

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

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