Bemis Co Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, June 11th, 2019):
1 Day
22.32%
1 Week
22.52%
1 Month
23.24%
Analysis last updated: Monday, March 1, 2021 at 07:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 8.30 | |
| 0.0964 | 28.01 | |
| 0.9851 | 779.36 | |
| -0.0247 | -6.60 |
Estimation Period:
Jan 2, 1990 to Jun 7, 2019
Jan 2, 1990 to Jun 7, 2019
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