V-Lab: Pearson PLC GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Pearson PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:17.83% (+0.37%)

Analysis last updated: Thursday, May 2, 2024 at 02:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1877	4.35
$α$	0.0529	29.36
$β$	0.9900	422.90
$ν$	5	9.14

Estimation Period:
Jan 1, 1990 to Apr 26, 2024