V-Lab
Centrica PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, April 15th, 2024:26.52% (-1.53%)
Analysis last updated: Saturday, April 13, 2024 at 08:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1610 | 26.94 | |
| 0.1515 | 34.46 | |
| 0.8095 | 248.32 | |
| 0.4606 | 14.64 |
Estimation Period:
Feb 14, 1997 to Apr 12, 2024
Feb 14, 1997 to Apr 12, 2024