V-Lab: United Utilities Group PLC AGARCH Volatility Analysis

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V-Lab

United Utilities Group PLC AGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:16.99% (-0.33%)

Analysis last updated: Tuesday, May 7, 2024 at 07:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0178	6.74
$α$	0.0528	33.03
$β$	0.9273	469.75
$γ$	0.6782	19.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts