V-Lab
Rexam PLC AGARCH Volatility Analysis
Volatility Prediction for Thursday, June 30th, 2016:11.69% (+0.02%)
Analysis last updated: Wednesday, June 29, 2016 at 04:44 PM UTC
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