V-Lab
IMI PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.65% (-0.30%)
Analysis last updated: Friday, May 3, 2024 at 03:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0221 | 9.24 | |
| 0.0161 | 13.69 | |
| 0.9579 | 750.70 | |
| 0.0419 | 13.10 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024