Hershey Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
30.99%
increased by 3.86%
1 Week
30.85%
increased by 3.72%
1 Month
30.31%
increased by 3.18%
Analysis last updated: Monday, June 8, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 12.95 | |
| 0.0321 | 14.82 | |
| 0.9511 | 428.44 | |
| 0.0113 | 2.40 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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