Hillshire Brands Co/The AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
0.00%
1 Week
0.00%
1 Month
0.00%
Analysis last updated: Wednesday, January 15, 2020 at 05:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0020 | -0.02 | |
| 0.1052 | 5.32 | |
| 0.9090 | 24.66 | |
| 0.1375 | 0.03 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2014
Jan 2, 1990 to Dec 26, 2014
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