V-Lab
V-Lab
Keurig Green Mountain Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, March 3rd, 2016:68.14% (-0.59%)

Analysis last updated: Monday, March 1, 2021 at 07:45 PM UTC

Date Range:

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graph of Keurig Green Mountain Inc GARCH
paramt-stat
ω0.03854.01
α0.018210.61
β0.9807502.92
Estimation Period:
Sep 22, 1993 to Feb 26, 2016
Impact of return on volatility tomorrow
Volatility Forecasts