V-Lab: Weir Group PLC/The Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Weir Group PLC/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:23.77% (-0.60%)

Analysis last updated: Saturday, May 4, 2024 at 08:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5188	4.39
$α$	0.0872	6.49
$β$	0.8497	38.95
$γ_{1}$	0.0580	1.45
$γ_{2}$	-0.0885	-1.57
$γ_{3}$	-0.0151	-0.34
$γ_{4}$	0.1258	3.32
$γ_{5}$	-0.1529	-4.95
$γ_{6}$	0.1185	4.37
$γ_{7}$	-0.0773	-3.17
$γ_{8}$	0.0457	2.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts