V-Lab
V-Lab
Associated British Foods PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:22.26% (-0.90%)

Analysis last updated: Saturday, May 4, 2024 at 04:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Associated British Foods PLC GAS-GARCH-T
paramt-stat
ω2.37055.13
α0.050342.99
β0.9933762.33
ν515.15
Estimation Period:
Jan 1, 1990 to Apr 26, 2024