SABMiller PLC GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 13.96 | |
| 0.0132 | 10.90 | |
| 0.9449 | 738.23 | |
| 0.0837 | 14.97 |
Estimation Period:
Feb 26, 1999 to Sep 30, 2016
Feb 26, 1999 to Sep 30, 2016
News Impact Curve
Volatility Forecasts
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