V-Lab
Experian PLC GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:19.27% (-0.49%)
Analysis last updated: Saturday, April 20, 2024 at 09:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 12.34 | |
| 0.0648 | 25.95 | |
| 0.9178 | 279.06 |
Estimation Period:
Oct 6, 2006 to Apr 19, 2024
Oct 6, 2006 to Apr 19, 2024