Keurig Green Mountain Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 5.53 | |
| 0.0716 | 10.38 | |
| 0.9934 | 810.97 | |
| -0.0231 | -7.41 |
Estimation Period:
Sep 22, 1993 to Feb 26, 2016
Sep 22, 1993 to Feb 26, 2016
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities