V-Lab
V-Lab
SABMiller PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 5th, 2016:9.60% (-0.04%)

Analysis last updated: Monday, March 1, 2021 at 07:45 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of SABMiller PLC GJR-GARCH
paramt-stat
ω0.016813.96
α0.013210.90
β0.9449738.23
γ0.083714.97
Estimation Period:
Feb 26, 1999 to Sep 30, 2016
Impact of return on volatility tomorrow
Volatility Forecasts