Rexam PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 8.83 | |
| 0.0167 | 13.22 | |
| 0.9656 | 856.07 | |
| 0.0328 | 12.23 |
Estimation Period:
Jan 1, 1990 to Jun 24, 2016
Jan 1, 1990 to Jun 24, 2016
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities