V-Lab: Rexam PLC Asy. MEM Volatility Analysis

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V-Lab

Rexam PLC Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, June 30th, 2016:15.90% (-0.55%)

Analysis last updated: Wednesday, June 29, 2016 at 04:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0337	17.96
$α$	0.1138	31.56
$β$	0.8739	350.81
$γ$	0.0150	2.49

Estimation Period:
Jan 1, 1990 to Jun 24, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts