V-Lab
Bankers Investment Trust PLC/The Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:11.51% (-0.26%)
Analysis last updated: Tuesday, November 12, 2024 at 10:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3760 | 6.05 | |
| 0.1062 | 9.99 | |
| 0.8438 | 59.73 | |
| -0.0019 | -0.05 | |
| 0.0488 | 0.93 | |
| -0.1025 | -3.20 | |
| 0.1320 | 5.12 | |
| -0.1633 | -6.28 | |
| 0.1321 | 4.77 | |
| -0.0361 | -1.27 | |
| -0.0639 | -1.39 |
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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