Bemis Co Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, June 11th, 2019):
1 Day
22.76%
1 Week
22.86%
1 Month
23.20%
Analysis last updated: Monday, March 1, 2021 at 06:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 13.20 | |
| 0.0431 | 13.04 | |
| 0.9256 | 379.97 | |
| 0.0264 | 4.31 |
Estimation Period:
Jan 2, 1990 to Jun 7, 2019
Jan 2, 1990 to Jun 7, 2019
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