V-Lab
V-Lab
Smithfield Foods Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, October 17th, 2013:20.06% (-0.05%)

Analysis last updated: Monday, March 1, 2021 at 05:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Smithfield Foods Inc GARCH
paramt-stat
ω0.061015.27
α0.034416.89
β0.9562478.12
Estimation Period:
Jan 2, 1990 to Oct 16, 2013
Impact of return on volatility tomorrow
Volatility Forecasts