V-Lab
Rexam PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, June 30th, 2016:10.78% (+0.16%)
Analysis last updated: Monday, March 1, 2021 at 06:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 7.00 | |
| 0.0833 | 31.17 | |
| 0.9955 | 1836.79 | |
| -0.0278 | -9.06 |
Estimation Period:
Jan 1, 1990 to Jun 24, 2016
Jan 1, 1990 to Jun 24, 2016