V-Lab
V-Lab
SABMiller PLC Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, October 4th, 2016:9.55% (-0.15%)

Analysis last updated: Monday, October 3, 2016 at 05:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SABMiller PLC AMEM
paramt-stat
ω0.07427.75
α0.179718.90
β0.7689125.73
γ0.08164.37
Estimation Period:
Feb 26, 1999 to Sep 30, 2016
Impact of return on volatility tomorrow
Volatility Forecasts