V-Lab: Bunzl PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Bunzl PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:18.27% (-0.20%)

Analysis last updated: Friday, May 3, 2024 at 03:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2239	5.96
$α$	0.0491	26.24
$β$	0.9841	381.15
$ν$	4	8.01

Estimation Period:
Jan 1, 1990 to Apr 26, 2024