V-Lab: Kraft Foods Group Inc APARCH Volatility Analysis

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V-Lab

Kraft Foods Group Inc APARCH Volatility Analysis

Volatility Prediction for Monday, July 6th, 2015:15.36% (-14.72%)

Analysis last updated: Thursday, July 2, 2015 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6509	23.74
$α$	0.9197	3.69
$β$	0.0803	2.11
$γ$	0.6269	22.76
$δ$	1.1766	5.87

Estimation Period:
Sep 17, 2012 to Jul 2, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts