V-Lab: Bunzl PLC GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Bunzl PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:16.58% (-0.57%)

Analysis last updated: Friday, April 19, 2024 at 08:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2243	5.93
$α$	0.0491	26.30
$β$	0.9842	381.03
$ν$	4	8.04

Estimation Period:
Jan 1, 1990 to Apr 12, 2024