V-Lab
Kraft Foods Group Inc GARCH Volatility Analysis
Volatility Prediction for Monday, July 6th, 2015:20.91% (-23.16%)
Analysis last updated: Monday, March 1, 2021 at 08:12 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6703 | 19.42 | |
| 0.5179 | 10.58 | |
| 0.1372 | 5.11 |
Estimation Period:
Sep 17, 2012 to Jul 2, 2015
Sep 17, 2012 to Jul 2, 2015
News Impact Curve
Volatility Forecasts
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