V-Lab
InvoCare Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, November 30th, 2023:9.18% (-0.07%)
Analysis last updated: Friday, December 1, 2023 at 02:20 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0624 | 13.96 | |
| 0.1680 | 22.22 | |
| 0.9484 | 291.18 | |
| -0.0507 | -6.39 |
Estimation Period:
Dec 4, 2003 to Nov 24, 2023
Dec 4, 2003 to Nov 24, 2023