Rexam PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0008 | -0.42 | |
| 0.0361 | 32.31 | |
| 0.9611 | 795.59 | |
| 0.5797 | 12.59 |
Estimation Period:
Jan 1, 1990 to Jun 24, 2016
Jan 1, 1990 to Jun 24, 2016
News Impact Curve
Volatility Forecasts
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