V-Lab
Wm Morrison Supermarkets PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 28th, 2021:17.15% (-0.22%)
Analysis last updated: Thursday, October 28, 2021 at 01:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 13.82 | |
| 0.0279 | 13.63 | |
| 0.9320 | 324.40 | |
| 0.0439 | 9.69 |
Estimation Period:
Jan 1, 1990 to Oct 22, 2021
Jan 1, 1990 to Oct 22, 2021
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