V-Lab
J Sainsbury PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:22.71% (-0.56%)
Analysis last updated: Friday, April 19, 2024 at 07:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0616 | 8.98 | |
| 0.0562 | 21.28 | |
| 0.9208 | 241.05 | |
| 0.4406 | 5.42 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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