Kellanova GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, December 11th, 2025):
1 Day
9.03%
1 Week
9.62%
1 Month
11.63%
Analysis last updated: Wednesday, December 10, 2025 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 16.83 | |
| 0.0634 | 16.81 | |
| 0.9129 | 441.20 | |
| 0.0374 | 6.22 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
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