Bemis Co Inc GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, June 11th, 2019):
1 Day
24.14%
1 Week
24.18%
1 Month
24.33%
Analysis last updated: Monday, March 1, 2021 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0525 | 15.66 | |
| 0.0614 | 32.49 | |
| 0.9177 | 360.18 |
Estimation Period:
Jan 2, 1990 to Jun 7, 2019
Jan 2, 1990 to Jun 7, 2019
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