V-Lab
Bunzl PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:17.87% (-0.21%)
Analysis last updated: Wednesday, May 1, 2024 at 07:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 10.04 | |
| 0.0167 | 11.94 | |
| 0.9624 | 584.31 | |
| 0.0279 | 9.35 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024