V-Lab
Wm Morrison Supermarkets PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 28th, 2021:19.40% (-0.05%)
Analysis last updated: Thursday, October 28, 2021 at 01:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7250 | 3.16 | |
| 0.1235 | 7.20 | |
| 0.7670 | 24.20 | |
| -0.0578 | -0.92 | |
| 0.1134 | 1.35 | |
| -0.1214 | -2.73 | |
| 0.1136 | 2.48 | |
| -0.1097 | -2.61 | |
| 0.1531 | 4.74 | |
| -0.1940 | -5.44 | |
| 0.2288 | 3.89 |
Estimation Period:
Jan 1, 1990 to Oct 22, 2021
Jan 1, 1990 to Oct 22, 2021
News Impact Curve
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