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

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V-Lab

SABMiller PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, October 5th, 2016:5.82% (-0.20%)

Analysis last updated: Monday, March 1, 2021 at 08:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2988	7.48
$α$	0.0646	70.97
$β$	0.9990	7187.05
$ν$	5	36.55

Estimation Period:
Feb 26, 1999 to Sep 30, 2016