V-Lab: Hershey Co/The MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hershey Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.24% (-2.14%)

Analysis last updated: Wednesday, May 1, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.1354	11.42
$β$	0.3634	15.60
$γ$	0.0379	2.98
$λ_{1}$	0.1195	0.57
$λ_{2}$	0.1998	0.67
$λ_{3}$	0.7413	1.84

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts