V-Lab
J Sainsbury PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:27.78% (-0.73%)
Analysis last updated: Thursday, May 2, 2024 at 02:47 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 13.65 | |
| 0.0527 | 23.45 | |
| 0.9294 | 291.25 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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