V-Lab
Daily Mail & General Trust PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 10th, 2022:83.27% (-3.44%)
Analysis last updated: Saturday, January 8, 2022 at 06:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7367 | 4.87 | |
| 0.1764 | 5.55 | |
| 0.6916 | 14.42 | |
| 0.0002 | 0.00 | |
| -0.0060 | -0.05 | |
| 0.1625 | 2.02 | |
| -0.4381 | -6.97 | |
| 0.5052 | 9.23 | |
| -0.3224 | -6.03 | |
| 0.0790 | 1.30 | |
| 0.1013 | 1.18 | |
| -0.1782 | -1.45 | |
| 0.3979 | 1.82 |
Estimation Period:
Jan 1, 1990 to Jan 7, 2022
Jan 1, 1990 to Jan 7, 2022
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