Kraft Foods Group Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4653 | 18.70 | |
| 0.1946 | 8.63 | |
| 0.2917 | 10.94 | |
| 0.7076 | 5.82 |
Estimation Period:
Sep 17, 2012 to Jul 2, 2015
Sep 17, 2012 to Jul 2, 2015
News Impact Curve
Volatility Forecasts
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