V-Lab
Johnson Matthey PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:22.54% (-0.61%)
Analysis last updated: Friday, May 3, 2024 at 03:27 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 6.96 | |
| 0.0819 | 23.13 | |
| 0.9889 | 1033.35 | |
| -0.0452 | -15.85 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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