V-Lab: Berkeley Group Holdings PLC EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Berkeley Group Holdings PLC EGARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:21.18% (-0.60%)

Analysis last updated: Saturday, May 11, 2024 at 01:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0295	14.35
$α$	0.0931	21.71
$β$	0.9831	966.62
$γ$	-0.0430	-14.23

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts