V-Lab
V-Lab
Berkeley Group Holdings PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:20.25% (-0.29%)

Analysis last updated: Saturday, May 11, 2024 at 01:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Berkeley Group Holdings PLC MF2-GARCH
paramt-stat
m126
α0.012312.93
β0.9550610.19
γ0.055124.16
λ13.79880.31
λ20.00000.00
λ30.30730.14
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts