V-Lab
SABMiller PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 5th, 2016:5.78% (-0.15%)
Analysis last updated: Monday, March 1, 2021 at 05:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 8.57 | |
| 0.1261 | 40.72 | |
| 0.9882 | 1025.15 | |
| -0.0658 | -19.12 |
Estimation Period:
Feb 26, 1999 to Sep 30, 2016
Feb 26, 1999 to Sep 30, 2016
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