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{type} for {date}

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	param	t-stat
$ω$	0.1170	2.05
$α$	0.0909	3.76
$β$	0.8723	21.60
$γ_{1}$	-4.6885	-4.30
$γ_{2}$	5.5237	3.50
$γ_{3}$	-0.5305	-0.50
$γ_{4}$	-1.5055	-1.40
$γ_{5}$	2.6457	1.42

V-Lab

Ferguson PLC Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ferguson PLC Analyses