V-Lab
Experian PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:19.13% (-0.68%)
Analysis last updated: Thursday, April 18, 2024 at 06:55 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 6.35 | |
| 0.1085 | 26.91 | |
| 0.9854 | 770.42 | |
| -0.0705 | -17.84 |
Estimation Period:
Oct 6, 2006 to Apr 12, 2024
Oct 6, 2006 to Apr 12, 2024