V-Lab
Associated British Foods PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:24.49% (-0.49%)
Analysis last updated: Tuesday, May 21, 2024 at 10:50 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 12.46 | |
| 0.0405 | 29.37 | |
| 0.9549 | 637.85 |
Estimation Period:
Jan 1, 1990 to May 17, 2024
Jan 1, 1990 to May 17, 2024
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