V-Lab
Travis Perkins PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:32.28% (-1.69%)
Analysis last updated: Friday, May 3, 2024 at 03:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0711 | 13.20 | |
| 0.0921 | 35.39 | |
| 0.8840 | 306.84 | |
| 0.5459 | 12.43 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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