Hillshire Brands Co/The GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
0.01%
1 Week
0.01%
1 Month
0.01%
Analysis last updated: Monday, March 1, 2021 at 07:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1026 | 26.17 | |
| 0.8757 | 823.02 | |
| 0.0434 | 4.01 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2014
Jan 2, 1990 to Dec 26, 2014
Other GJR-GARCH Analyses on Equities