SABMiller PLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 3.58 | |
| 0.0855 | 48.79 | |
| 0.9057 | 489.04 | |
| 0.6132 | 20.98 |
Estimation Period:
Feb 26, 1999 to Sep 30, 2016
Feb 26, 1999 to Sep 30, 2016
News Impact Curve
Volatility Forecasts
Other SABMiller PLC Analyses
Other AGARCH Analyses on International Equities