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V-Lab
Hillshire Brands Co/The EGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2014:0.25% (-0.01%)

Analysis last updated: Monday, March 1, 2021 at 06:34 PM UTC

Date Range:

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to

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graph of Hillshire Brands Co/The EGARCH
paramt-stat
ω0.022615.49
α0.211649.54
β0.99251175.91
γ-0.0440-12.46
Estimation Period:
Jan 2, 1990 to Dec 26, 2014
Impact of return on volatility tomorrow
Volatility Forecasts