V-Lab
V-Lab
Babcock International Group PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:23.71% (-0.33%)

Analysis last updated: Tuesday, May 7, 2024 at 07:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Babcock International Group PLC MF2-GARCH
paramt-stat
m126
α0.019012.28
β0.9357257.06
γ0.058112.83
λ14.20170.07
λ20.00000.00
λ30.19320.02
Estimation Period:
Jan 1, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts