V-Lab
ITV PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:26.91% (+0.21%)
Analysis last updated: Wednesday, May 1, 2024 at 03:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 17.92 | |
| 0.0403 | 14.93 | |
| 0.9292 | 440.99 | |
| 0.0530 | 12.98 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024