V-Lab: Keurig Green Mountain Inc EGARCH Volatility Analysis

V-Lab

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V-Lab

Keurig Green Mountain Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, March 3rd, 2016:30.58% (-0.34%)

Analysis last updated: Monday, March 1, 2021 at 06:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0287	5.53
$α$	0.0716	10.38
$β$	0.9934	810.97
$γ$	-0.0231	-7.41

Estimation Period:
Sep 22, 1993 to Feb 26, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts