V-Lab
Petrofac Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:181.02% (-9.37%)
Analysis last updated: Saturday, May 11, 2024 at 01:11 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 7.70 | |
| 0.9018 | 140.27 | |
| 0.0387 | 4.51 | |
| 11.6154 | 17.34 |
Estimation Period:
Oct 3, 2005 to May 3, 2024
Oct 3, 2005 to May 3, 2024