V-Lab: WPP PLC Spline-GARCH Volatility Analysis

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V-Lab

WPP PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:20.58% (-0.56%)

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
$ω$	0.6834	4.69
$α$	0.0987	7.22
$β$	0.8229	31.30
$γ_{1}$	-0.4417	-7.54
$γ_{2}$	0.6676	7.16
$γ_{3}$	-0.2320	-3.51
$γ_{4}$	-0.1547	-3.21
$γ_{5}$	0.3501	8.82
$γ_{6}$	-0.3068	-7.46
$γ_{7}$	0.1506	3.33
$γ_{8}$	0.0250	0.47
$γ_{9}$	-0.1168	-1.58
$γ_{10}$	0.0184	0.15

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

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Volatility Forecasts

Volatility Forecasts