V-Lab
Bunzl PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:17.69% (-0.16%)
Analysis last updated: Saturday, April 20, 2024 at 09:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 10.03 | |
| 0.0167 | 11.95 | |
| 0.9624 | 584.31 | |
| 0.0278 | 9.32 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024