Keurig Green Mountain Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, March 3rd, 2016):
1 Day
52.89%
1 Week
53.09%
1 Month
53.87%
Analysis last updated: Monday, March 1, 2021 at 08:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0472 | 5.53 | |
| 0.0031 | 3.10 | |
| 0.9806 | 581.94 | |
| 0.0318 | 12.32 |
Estimation Period:
Sep 22, 1993 to Feb 26, 2016
Sep 22, 1993 to Feb 26, 2016
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