V-Lab
Bunzl PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:17.98% (-0.34%)
Analysis last updated: Wednesday, May 1, 2024 at 02:58 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6077 | 6.01 | |
| 0.0498 | 7.26 | |
| 0.9260 | 87.61 | |
| 0.0037 | 2.15 | |
| -0.0039 | -1.85 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024