V-Lab: Whitbread PLC GJR-GARCH Volatility Analysis

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V-Lab

Whitbread PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:23.54% (-0.83%)

Analysis last updated: Friday, April 19, 2024 at 07:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0733	14.98
$α$	0.0342	18.62
$β$	0.9004	348.60
$γ$	0.0866	15.66

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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