Hillshire Brands Co/The EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
0.25%
1 Week
0.28%
1 Month
0.40%
Analysis last updated: Monday, March 1, 2021 at 06:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 15.49 | |
| 0.2116 | 49.54 | |
| 0.9925 | 1,175.91 | |
| -0.0440 | -12.46 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2014
Jan 2, 1990 to Dec 26, 2014
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