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V-Lab
Smithfield Foods Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, October 17th, 2013:20.96% (-0.08%)

Analysis last updated: Monday, December 29, 2014 at 07:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Smithfield Foods Inc AGARCH
paramt-stat
ω-0.0245-2.53
α0.032419.40
β0.9593572.06
γ1.605212.84
Estimation Period:
Jan 2, 1990 to Oct 16, 2013
Impact of return on volatility tomorrow
Volatility Forecasts