V-Lab
Smiths Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:20.04% (+0.01%)
Analysis last updated: Saturday, May 4, 2024 at 08:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 17.10 | |
| 0.0302 | 15.81 | |
| 0.9259 | 467.37 | |
| 0.0598 | 12.99 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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