Bemis Co Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, June 11th, 2019):
1 Day
24.92%
1 Week
24.95%
1 Month
25.04%
Analysis last updated: Monday, June 10, 2019 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0752 | 16.65 | |
| 0.0787 | 41.04 | |
| 0.8902 | 372.77 | |
| 0.2336 | 5.87 |
Estimation Period:
Jan 2, 1990 to Jun 7, 2019
Jan 2, 1990 to Jun 7, 2019
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