Kraft Heinz Foods Co GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, July 18th, 2013):
1 Day
13.10%
1 Week
13.86%
1 Month
16.05%
Analysis last updated: Monday, March 1, 2021 at 05:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 5.53 | |
| 0.0320 | 8.47 | |
| 0.9028 | 164.90 | |
| 0.0599 | 8.85 |
Estimation Period:
Jan 2, 1990 to Jul 17, 2013
Jan 2, 1990 to Jul 17, 2013
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