V-Lab
Compass Group PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:18.35% (-0.38%)
Analysis last updated: Wednesday, May 1, 2024 at 07:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 4.66 | |
| 0.0809 | 12.82 | |
| 0.9875 | 877.74 | |
| -0.0628 | -12.43 |
Estimation Period:
Feb 1, 2001 to Apr 26, 2024
Feb 1, 2001 to Apr 26, 2024
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