V-Lab
GSK PLC EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:18.00% (-0.51%)
Analysis last updated: Saturday, May 4, 2024 at 08:26 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0145 | 9.33 | |
| 0.1043 | 30.18 | |
| 0.9870 | 1120.30 | |
| -0.0334 | -8.51 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024