V-Lab
V-Lab
Keurig Green Mountain Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 3rd, 2016:52.89% (-0.40%)

Analysis last updated: Monday, March 1, 2021 at 08:54 PM UTC

Date Range:

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graph of Keurig Green Mountain Inc GJR-GARCH
paramt-stat
ω0.04725.53
α0.00313.10
β0.9806581.94
γ0.031812.32
Estimation Period:
Sep 22, 1993 to Feb 26, 2016
Impact of return on volatility tomorrow
Volatility Forecasts