V-Lab
Bankers Investment Trust PLC/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:12.87% (-0.23%)
Analysis last updated: Tuesday, November 12, 2024 at 10:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3846 | 6.01 | |
| 0.1060 | 10.14 | |
| 0.8455 | 60.82 | |
| -0.0001 | -0.00 | |
| 0.0448 | 0.85 | |
| -0.0976 | -3.02 | |
| 0.1276 | 4.88 | |
| -0.1622 | -6.16 | |
| 0.1389 | 5.04 | |
| -0.0614 | -2.53 | |
| 0.0101 | 0.59 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
Other Bankers Investment Trust PLC/The Analyses