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V-Lab
Kraft Heinz Foods Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, July 18th, 2013:5.86% (-0.02%)

Analysis last updated: Monday, March 1, 2021 at 06:45 PM UTC

Date Range:

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graph of Kraft Heinz Foods Co EGARCH
paramt-stat
ω0.01952.75
α0.091111.22
β0.9776231.49
γ-0.0360-4.86
Estimation Period:
Jan 2, 1990 to Jul 17, 2013
Impact of return on volatility tomorrow
Volatility Forecasts