V-Lab
William Hill PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 22nd, 2021:16.54% (-0.16%)
Analysis last updated: Thursday, April 22, 2021 at 01:13 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 18.16 | |
| 0.0422 | 10.42 | |
| 0.9395 | 378.21 | |
| 0.0148 | 2.38 |
Estimation Period:
Jun 14, 2002 to Apr 16, 2021
Jun 14, 2002 to Apr 16, 2021
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