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

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V-Lab

Tate & Lyle PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:18.07% (+0.27%)

Analysis last updated: Wednesday, May 15, 2024 at 07:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6707	9.00
$α$	0.0938	5.53
$β$	0.7777	23.06
$γ_{1}$	-0.1295	-3.57
$γ_{2}$	0.2596	4.48
$γ_{3}$	-0.1743	-3.50
$γ_{4}$	-0.0404	-0.91
$γ_{5}$	0.2262	5.32
$γ_{6}$	-0.3051	-6.01
$γ_{7}$	0.2976	5.36
$γ_{8}$	-0.2317	-3.61
$γ_{9}$	0.1765	2.07
$γ_{10}$	-0.1722	-1.72

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

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Volatility Forecasts

Volatility Forecasts