V-Lab
Petrofac Ltd GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:246.31% (+38.62%)
Analysis last updated: Thursday, May 2, 2024 at 02:44 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4084 | 11.76 | |
| 0.0787 | 12.71 | |
| 0.8832 | 127.52 |
Estimation Period:
Oct 3, 2005 to Apr 26, 2024
Oct 3, 2005 to Apr 26, 2024