SABMiller PLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0185 | 8.57 | |
| 0.1261 | 40.72 | |
| 0.9882 | 1,025.15 | |
| -0.0658 | -19.12 |
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 EGARCH Analyses on International Equities