V-Lab: General Mills Inc APARCH Volatility Analysis

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V-Lab

General Mills Inc APARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:20.72% (-0.55%)

Analysis last updated: Thursday, April 25, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0254	16.68
$α$	0.0603	27.08
$β$	0.9355	397.42
$γ$	0.3553	13.37
$δ$	0.9791	25.87

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts