V-Lab: Kraft Foods Group Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Kraft Foods Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 6th, 2015:19.82% (-4.12%)

Analysis last updated: Monday, March 1, 2021 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2872	6.69
$α$	0.1411	4.04
$β$	0.7761	25.72
$ν$	5	1.36

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