V-Lab
Vodafone Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:23.27% (-0.47%)
Analysis last updated: Saturday, April 20, 2024 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0606 | 19.21 | |
| 0.0398 | 16.66 | |
| 0.9183 | 502.06 | |
| 0.0553 | 8.33 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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