V-Lab: Whitbread PLC Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Whitbread PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:28.72% (-2.89%)

Analysis last updated: Saturday, May 4, 2024 at 08:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7296	7.95
$α$	0.1239	9.11
$β$	0.7891	35.42
$γ_{1}$	-0.0567	-2.15
$γ_{2}$	0.1272	3.30
$γ_{3}$	-0.1534	-5.81
$γ_{4}$	0.1706	5.46
$γ_{5}$	-0.1743	-4.75
$γ_{6}$	0.1374	3.44
$γ_{7}$	-0.0308	-0.68
$γ_{8}$	-0.1357	-2.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts