V-Lab
V-Lab
Associated British Foods PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:19.75% (-0.79%)

Analysis last updated: Saturday, April 20, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Associated British Foods PLC GAS-GARCH-T
paramt-stat
ω2.33595.16
α0.049842.78
β0.9934769.45
ν514.94
Estimation Period:
Jan 1, 1990 to Apr 19, 2024