V-Lab
Petrofac Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:144.50% (-14.68%)
Analysis last updated: Thursday, April 18, 2024 at 06:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7092 | 9.69 | |
| 0.1113 | 18.16 | |
| 0.8170 | 166.05 | |
| 0.6530 | 3.67 |
Estimation Period:
Oct 3, 2005 to Apr 12, 2024
Oct 3, 2005 to Apr 12, 2024