V-Lab
V-Lab
SABMiller PLC AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 5th, 2016:10.44% (+0.07%)

Analysis last updated: Tuesday, October 4, 2016 at 05:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SABMiller PLC AGARCH
paramt-stat
ω0.01243.58
α0.085548.79
β0.9057489.04
γ0.613220.98
Estimation Period:
Feb 26, 1999 to Sep 30, 2016
Impact of return on volatility tomorrow
Volatility Forecasts