V-Lab: Tate & Lyle PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tate & Lyle PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:20.64% (-1.00%)

Analysis last updated: Saturday, May 4, 2024 at 08:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7195	9.43
$α$	0.0948	5.56
$β$	0.7812	23.77
$γ_{1}$	-0.1004	-2.78
$γ_{2}$	0.2169	3.75
$γ_{3}$	-0.1553	-3.11
$γ_{4}$	-0.0438	-0.98
$γ_{5}$	0.2175	5.06
$γ_{6}$	-0.2902	-5.58
$γ_{7}$	0.2798	4.92
$γ_{8}$	-0.2077	-3.26
$γ_{9}$	0.1316	1.75
$γ_{10}$	-0.0585	-1.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts