V-Lab: WPP PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

WPP PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:25.95% (+1.32%)

Analysis last updated: Saturday, April 27, 2024 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7239	4.88
$α$	0.0978	7.23
$β$	0.8270	32.30
$γ_{1}$	-0.4196	-7.00
$γ_{2}$	0.6346	6.64
$γ_{3}$	-0.2171	-3.22
$γ_{4}$	-0.1540	-3.13
$γ_{5}$	0.3349	8.28
$γ_{6}$	-0.2835	-6.78
$γ_{7}$	0.1260	2.77
$γ_{8}$	0.0501	0.99
$γ_{9}$	-0.1526	-2.66
$γ_{10}$	0.1047	2.25

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts