V-Lab
Berkeley Group Holdings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:18.06% (+0.26%)
Analysis last updated: Saturday, April 27, 2024 at 08:45 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9840 | 3.30 | |
| 0.1988 | 8.68 | |
| 0.6521 | 17.58 | |
| -0.0624 | -1.34 | |
| 0.1788 | 2.89 | |
| -0.2047 | -4.47 | |
| 0.1349 | 2.54 | |
| -0.0890 | -1.77 | |
| 0.0748 | 1.87 | |
| -0.0596 | -1.53 | |
| 0.0581 | 1.49 | |
| -0.1176 | -2.55 |
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Jan 2, 1990 to Apr 26, 2024
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