V-Lab
Kraft Foods Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 6th, 2015:23.32% (-19.61%)
Analysis last updated: Friday, April 29, 2016 at 05:42 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2795 | 6.02 | |
| 0.4491 | 2.83 | |
| 0.1440 | 1.27 | |
| 0.2236 | 1.66 |
Estimation Period:
Sep 17, 2012 to Jul 2, 2015
Sep 17, 2012 to Jul 2, 2015
News Impact Curve
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