V-Lab
Wm Morrison Supermarkets PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, October 28th, 2021:9.38% (-0.20%)
Analysis last updated: Thursday, October 28, 2021 at 01:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1192 | 4.66 | |
| 0.0605 | 47.91 | |
| 0.9912 | 491.92 | |
| 4 | 24.02 |
Estimation Period:
Jan 1, 1990 to Oct 22, 2021
Jan 1, 1990 to Oct 22, 2021
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