V-Lab: Rexam PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Rexam PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 30th, 2016:13.15% (+0.82%)

Analysis last updated: Monday, March 1, 2021 at 06:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.5367	4.13
$α$	0.0580	46.09
$β$	0.9951	893.27
$ν$	5	15.56

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