V-Lab
Pernod Ricard SA EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:18.22% (-0.73%)
Analysis last updated: Tuesday, May 7, 2024 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0179 | 11.58 | |
| 0.1177 | 35.84 | |
| 0.9870 | 1386.24 | |
| -0.0467 | -14.49 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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