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

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V-Lab

Weir Group PLC/The Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:19.47% (-0.40%)

Analysis last updated: Thursday, May 16, 2024 at 08:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5127	4.68
$α$	0.0883	6.31
$β$	0.8390	35.49
$γ_{1}$	0.0585	1.55
$γ_{2}$	-0.0874	-1.63
$γ_{3}$	-0.0189	-0.44
$γ_{4}$	0.1298	3.59
$γ_{5}$	-0.1539	-5.24
$γ_{6}$	0.1091	4.17
$γ_{7}$	-0.0410	-1.44
$γ_{8}$	-0.0603	-1.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts