Keurig Green Mountain Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Thursday, March 3rd, 2016):
1 Day
17.60%
1 Week
19.16%
1 Month
24.43%
Analysis last updated: Wednesday, March 2, 2016 at 11:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1138 | 17.82 | |
| 0.1196 | 22.76 | |
| 0.8690 | 283.99 | |
| 0.0228 | 2.49 |
Estimation Period:
Sep 22, 1993 to Feb 26, 2016
Sep 22, 1993 to Feb 26, 2016
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