V-Lab: Smith & Nephew PLC Spline-GARCH Volatility Analysis

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V-Lab

Smith & Nephew PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:16.58% (-0.48%)

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
$ω$	1.0613	9.59
$α$	0.1186	8.13
$β$	0.7649	29.35
$γ_{1}$	0.0213	0.84
$γ_{2}$	0.0361	0.94
$γ_{3}$	-0.1398	-5.66
$γ_{4}$	0.1343	5.45
$γ_{5}$	-0.0973	-3.57
$γ_{6}$	0.0808	2.99
$γ_{7}$	-0.0170	-0.60
$γ_{8}$	-0.0979	-1.94

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts