V-Lab
Babcock International Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:20.65% (-0.47%)
Analysis last updated: Saturday, May 4, 2024 at 04:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7737 | 5.84 | |
| 0.0909 | 5.64 | |
| 0.7884 | 22.87 | |
| -0.0644 | -1.58 | |
| 0.0940 | 1.57 | |
| -0.0689 | -1.86 | |
| 0.0873 | 2.58 | |
| -0.1030 | -3.30 | |
| 0.1033 | 3.51 | |
| -0.0290 | -0.93 | |
| -0.1325 | -2.24 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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