V-Lab
Associated British Foods PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:21.17% (-0.32%)
Analysis last updated: Saturday, May 4, 2024 at 08:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 8.11 | |
| 0.0894 | 28.32 | |
| 0.9913 | 1275.86 | |
| -0.0470 | -15.86 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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