V-Lab
Johnson Matthey PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:22.45% (+0.32%)
Analysis last updated: Friday, April 19, 2024 at 07:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 6.95 | |
| 0.0819 | 23.13 | |
| 0.9889 | 1032.28 | |
| -0.0452 | -15.82 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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