V-Lab
Experian PLC GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:18.49% (-0.21%)
Analysis last updated: Friday, May 3, 2024 at 03:16 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0476 | 12.36 | |
| 0.0647 | 25.96 | |
| 0.9179 | 279.51 |
Estimation Period:
Oct 6, 2006 to Apr 26, 2024
Oct 6, 2006 to Apr 26, 2024