V-Lab
Kraft Foods Group Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, July 6th, 2015:22.85% (-14.10%)
Analysis last updated: Friday, April 29, 2016 at 06:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4607 | 17.87 | |
| 0.4393 | 11.15 | |
| 0.2772 | 10.23 | |
| 0.4455 | 8.33 |
Estimation Period:
Sep 17, 2012 to Jul 2, 2015
Sep 17, 2012 to Jul 2, 2015
News Impact Curve
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