V-Lab
Pearson PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:19.86% (+0.82%)
Analysis last updated: Thursday, April 18, 2024 at 06:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0102 | 7.14 | |
| 0.0530 | 13.71 | |
| 0.9954 | 2192.49 | |
| -0.0260 | -10.22 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024