V-Lab
Johnson Matthey PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:22.75% (-0.33%)
Analysis last updated: Saturday, May 4, 2024 at 08:22 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0341 | 15.52 | |
| 0.0508 | 29.52 | |
| 0.9407 | 474.87 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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