V-Lab
GKN PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, May 21st, 2018:27.51% (-0.49%)
Analysis last updated: Friday, May 18, 2018 at 04:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 6.26 | |
| 0.0344 | 19.89 | |
| 0.9592 | 490.66 | |
| 0.5390 | 10.87 |
Estimation Period:
Jan 1, 1990 to May 18, 2018
Jan 1, 1990 to May 18, 2018