RECKITT BENCK GRP Stock Report (rb.l)
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Contents
Intuitive and Independent Stock Research
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Updated regularly - Last update on 04-May-2012
NEW features added constantly
Return and volatility forecasts, Value at Risk (VaR), Volume
Return on RECKITT BENCK GRP (rb.l) stock follows ARMA(0,5)-GARCH(1,1) model (Student-t errors)
Given current RECKITT BENCK GRP stock close price of 3571.00 the forecast for the next:
'1 week' '2 weeks' '3 weeks' '4 weeks'
'3568.25' '3566.74' '3564.30' '3564.87'
Probability of RECKITT BENCK GRP stock close price to increase in the next:
'1 week' '2 weeks' '3 weeks' '4 weeks'
'48.44%' '49.41%' '49.27%' '50.14%'
Value at Risk (VaR) for $1,000 worth of RECKITT BENCK GRP stock at 5 percent probability:
Lose at most $26.50 in 1 day, $145.16 in 30 days and $251.42 in 90 days