Rexam PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 7.00 | |
| 0.0833 | 31.17 | |
| 0.9955 | 1,836.79 | |
| -0.0278 | -9.06 |
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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