V-Lab
NCC Group PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:33.70% (+2.32%)
Analysis last updated: Friday, May 3, 2024 at 03:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2078 | 15.46 | |
| 0.2154 | 19.42 | |
| 0.8776 | 103.79 | |
| -0.0436 | -4.30 |
Estimation Period:
Jul 8, 2004 to Apr 26, 2024
Jul 8, 2004 to Apr 26, 2024