V-Lab
Petrofac Ltd AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:215.41% (-21.97%)
Analysis last updated: Thursday, May 2, 2024 at 02:45 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7162 | 9.73 | |
| 0.1112 | 18.30 | |
| 0.8160 | 164.69 | |
| 0.6574 | 3.68 |
Estimation Period:
Oct 3, 2005 to Apr 26, 2024
Oct 3, 2005 to Apr 26, 2024