V-Lab
Berkeley Group Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:22.32% (+0.18%)
Analysis last updated: Saturday, April 27, 2024 at 08:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0442 | 3.38 | |
| 0.1964 | 8.78 | |
| 0.6630 | 18.83 | |
| -0.0415 | -0.90 | |
| 0.1452 | 2.36 | |
| -0.1809 | -3.91 | |
| 0.1133 | 2.10 | |
| -0.0686 | -1.33 | |
| 0.0546 | 1.30 | |
| -0.0334 | -0.82 | |
| 0.0085 | 0.21 | |
| 0.0094 | 0.36 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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