V-Lab
J Sainsbury PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:28.51% (-0.76%)
Analysis last updated: Wednesday, May 1, 2024 at 03:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 13.65 | |
| 0.0527 | 23.45 | |
| 0.9294 | 291.25 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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