V-Lab
Experian PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.69% (+0.29%)
Analysis last updated: Friday, May 3, 2024 at 03:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 6.35 | |
| 0.1083 | 26.90 | |
| 0.9854 | 772.88 | |
| -0.0703 | -17.80 |
Estimation Period:
Oct 6, 2006 to Apr 26, 2024
Oct 6, 2006 to Apr 26, 2024