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V-Lab

General Mills Inc AGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

27.25%

decreased by 0.84%

1 Week

27.05%

decreased by 1.04%

1 Month

26.33%

decreased by 1.76%

Analysis last updated: Friday, August 14, 2026 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of General Mills Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 14, 2026

Model Insight

The news-impact curve is shifted (γ = 0.42) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0236
13.11***
α

ARCH

Response to squared shocks

0.0487
31.47***
β

GARCH

Volatility persistence

0.9330
479.93***
γ

leverage

Additional response to negative shocks

0.4194
13.76***

Persistence:

0.982

Half-life:

37 days