Keurig Green Mountain Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Thursday, March 3rd, 2016):
1 Day
16.05%
1 Week
17.76%
1 Month
23.29%
Analysis last updated: Thursday, March 26, 2026 at 03:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 40.6144 | 7.19 | |
| 0.0751 | 94.76 | |
| 0.9971 | 2,777.41 | |
| 3.2683 | 103.48 |
Estimation Period:
Sep 22, 1993 to Feb 26, 2016
Sep 22, 1993 to Feb 26, 2016
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