V-Lab
Caledonia Investments PLC/fund GARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:17.35% (-0.85%)
Analysis last updated: Saturday, September 21, 2024 at 12:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0386 | 19.03 | |
| 0.1054 | 37.66 | |
| 0.8726 | 283.49 |
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Jan 2, 1990 to Sep 13, 2024
News Impact Curve
Volatility Forecasts
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