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V-Lab
Hillshire Brands Co/The AGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2014:0.00% (-0.01%)

Analysis last updated: Wednesday, January 15, 2020 at 05:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hillshire Brands Co/The AGARCH
paramt-stat
ω-0.0020-0.02
α0.10525.32
β0.909024.66
γ0.13750.03
Estimation Period:
Jan 2, 1990 to Dec 26, 2014
Impact of return on volatility tomorrow
Volatility Forecasts