Hormel Foods Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
28.49%
decreased by 1.17%
1 Week
27.97%
decreased by 1.69%
1 Month
26.65%
decreased by 3.01%
Analysis last updated: Saturday, June 13, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1864 | 20.30 | |
| 0.0815 | 18.20 | |
| 0.8321 | 139.05 | |
| 0.0182 | 2.53 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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