V-Lab
Babcock International Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:21.41% (-0.48%)
Analysis last updated: Saturday, April 20, 2024 at 09:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7724 | 5.84 | |
| 0.0911 | 5.64 | |
| 0.7874 | 22.74 | |
| -0.0650 | -1.59 | |
| 0.0950 | 1.59 | |
| -0.0696 | -1.88 | |
| 0.0880 | 2.60 | |
| -0.1035 | -3.31 | |
| 0.1033 | 3.51 | |
| -0.0283 | -0.91 | |
| -0.1316 | -2.20 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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