V-Lab
Travis Perkins PLC GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:23.06% (-1.08%)
Analysis last updated: Saturday, April 20, 2024 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1234 | 22.96 | |
| 0.1154 | 37.20 | |
| 0.8549 | 240.02 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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