V-Lab
V-Lab
Smithfield Foods Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 17th, 2013:18.32% (-0.02%)

Analysis last updated: Monday, March 1, 2021 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of Smithfield Foods Inc GJR-GARCH
paramt-stat
ω0.039913.44
α0.00000.00
β0.9679784.98
γ0.056916.17
Estimation Period:
Jan 2, 1990 to Oct 16, 2013
Impact of return on volatility tomorrow
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