Keurig Green Mountain Inc APARCH Volatility Analysis
Inactive
Last recorded values (Thursday, March 3rd, 2016):
1 Day
22.95%
1 Week
24.60%
1 Month
31.39%
Analysis last updated: Wednesday, March 2, 2016 at 11:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 5.02 | |
| 0.0521 | 10.32 | |
| 0.9479 | 171.04 | |
| 0.2562 | 5.19 | |
| 0.6799 | 10.68 |
Estimation Period:
Sep 22, 1993 to Feb 26, 2016
Sep 22, 1993 to Feb 26, 2016
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