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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.7427
β GARCH Volatility persistence	0.0073
γ leverage Additional response to negative shocks	0.5000
λ₁ tau intercept Baseline long-term coefficient	0.9082	30.17***
λ₂ forecast adj. Forecast performance sensitivity	0.3938	24.70***
λ₃ tau persistence Long-term factor persistence	0.0094	0.22

V-Lab

General Mills Inc MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other General Mills Inc Analyses