V-Lab
Associated British Foods PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:16.45% (+0.94%)
Analysis last updated: Thursday, April 18, 2024 at 05:40 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4946 | 5.49 | |
| 0.0710 | 6.98 | |
| 0.8553 | 41.58 | |
| -0.1431 | -2.84 | |
| 0.2982 | 4.06 | |
| -0.2848 | -5.56 | |
| 0.0901 | 1.97 | |
| 0.1750 | 3.72 | |
| -0.2480 | -5.40 | |
| 0.2145 | 4.30 | |
| -0.1932 | -3.32 | |
| 0.1827 | 3.37 | |
| -0.2975 | -3.96 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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