V-Lab
Bankers Investment Trust PLC/The Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:11.78% (-0.65%)
Analysis last updated: Sunday, November 10, 2024 at 04:12 AM 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
Other Bankers Investment Trust PLC/The Analyses