V-Lab
Domino's Pizza Enterprises Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:43.36% (-1.68%)
Analysis last updated: Saturday, April 20, 2024 at 08:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7497 | 7.48 | |
| 0.1143 | 4.80 | |
| 0.4416 | 4.00 | |
| -0.1101 | -3.49 | |
| 0.1942 | 4.02 | |
| -0.1438 | -4.01 | |
| 0.1047 | 2.70 | |
| -0.0695 | -2.06 |
Estimation Period:
May 16, 2005 to Apr 19, 2024
May 16, 2005 to Apr 19, 2024
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