V-Lab: Vodafone Group PLC MF2-GARCH Volatility Analysis

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V-Lab

Vodafone Group PLC MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:23.72% (-0.54%)

Analysis last updated: Saturday, May 11, 2024 at 01:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0365	15.77
$β$	0.8636	131.20
$γ$	0.0781	14.79
$λ_{1}$	0.0714	2.43
$λ_{2}$	0.0817	3.32
$λ_{3}$	0.8985	28.37

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts