V-Lab
Associated British Foods PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:33.97% (-2.19%)
Analysis last updated: Wednesday, May 1, 2024 at 02:55 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5197 | 5.54 | |
| 0.0776 | 6.73 | |
| 0.8554 | 44.67 | |
| -0.1059 | -2.69 | |
| 0.2506 | 4.48 | |
| -0.3426 | -8.99 | |
| 0.3191 | 8.30 | |
| -0.1566 | -3.78 | |
| 0.0698 | 1.60 | |
| -0.0709 | -1.64 | |
| 0.0767 | 1.94 | |
| -0.1504 | -1.91 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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