V-Lab
Bankers Investment Trust PLC/The AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:11.48% (-0.40%)
Analysis last updated: Tuesday, November 12, 2024 at 10:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 12.12 | |
| 0.0905 | 39.76 | |
| 0.8784 | 323.07 | |
| 0.4402 | 18.33 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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