V-Lab
Daily Mail & General Trust PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, January 10th, 2022:38.06% (-4.01%)
Analysis last updated: Saturday, January 8, 2022 at 06:20 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1913 | 11.52 | |
| 0.3779 | 14.47 | |
| 0.8854 | 102.39 | |
| -0.0054 | -0.47 |
Estimation Period:
Jan 1, 1990 to Jan 7, 2022
Jan 1, 1990 to Jan 7, 2022
News Impact Curve
Volatility Forecasts
Other Daily Mail & General Trust PLC Analyses