V-Lab
Rexam PLC GARCH Volatility Analysis
Volatility Prediction for Thursday, June 30th, 2016:11.95% (+0.28%)
Analysis last updated: Monday, March 1, 2021 at 05:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 11.06 | |
| 0.0380 | 32.03 | |
| 0.9601 | 762.56 |
Estimation Period:
Jan 1, 1990 to Jun 24, 2016
Jan 1, 1990 to Jun 24, 2016