Keurig Green Mountain Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, March 3rd, 2016):
1 Day
38.05%
1 Week
42.73%
1 Month
55.07%
Analysis last updated: Wednesday, March 2, 2016 at 11:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9318 | 17.83 | |
| 0.1389 | 33.67 | |
| 0.8263 | 172.76 | |
| -0.5635 | -2.01 |
Estimation Period:
Sep 22, 1993 to Feb 26, 2016
Sep 22, 1993 to Feb 26, 2016
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