V-Lab
Meggitt PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, September 14th, 2022:11.11% (-0.05%)
Analysis last updated: Wednesday, September 14, 2022 at 01:32 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 11.91 | |
| 0.1607 | 20.21 | |
| 0.9533 | 209.42 | |
| -0.0243 | -4.24 |
Estimation Period:
Jan 1, 1990 to Sep 9, 2022
Jan 1, 1990 to Sep 9, 2022