V-Lab
NCC Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:27.29% (-0.42%)
Analysis last updated: Friday, April 19, 2024 at 07:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0517 | 18.59 | |
| 0.1177 | 11.93 | |
| 0.6246 | 43.80 | |
| 0.0916 | 4.45 |
Estimation Period:
Jul 8, 2004 to Apr 12, 2024
Jul 8, 2004 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other NCC Group PLC Analyses