V-Lab
Travis Perkins PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:32.63% (-1.85%)
Analysis last updated: Saturday, May 4, 2024 at 08:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1237 | 23.00 | |
| 0.1155 | 37.29 | |
| 0.8550 | 240.57 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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