V-Lab: Hormel Foods Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

Hormel Foods Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:21.44% (+0.49%)

Analysis last updated: Monday, April 22, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3337	7.17
$α$	0.0764	21.66
$β$	0.9679	218.99
$ν$	4	8.11

Estimation Period:
Jan 2, 1990 to Apr 19, 2024