V-Lab
Travis Perkins PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:31.14% (-0.10%)
Analysis last updated: Friday, May 3, 2024 at 03:50 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0574 | 19.56 | |
| 0.1625 | 32.47 | |
| 0.9654 | 619.27 | |
| -0.0572 | -12.92 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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