V-Lab
Rexam PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 30th, 2016:11.64% (+0.08%)
Analysis last updated: Monday, March 1, 2021 at 06:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 8.83 | |
| 0.0167 | 13.22 | |
| 0.9656 | 856.07 | |
| 0.0328 | 12.23 |
Estimation Period:
Jan 1, 1990 to Jun 24, 2016
Jan 1, 1990 to Jun 24, 2016