V-Lab
Bankers Investment Trust PLC/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:12.80% (-0.17%)
Analysis last updated: Tuesday, November 12, 2024 at 10:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3074 | 10.97 | |
| 0.0849 | 33.76 | |
| 0.9769 | 413.07 | |
| 7 | 6.74 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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