Keurig Green Mountain Inc MEM Volatility Analysis
Inactive
Last recorded values (Thursday, March 3rd, 2016):
1 Day
17.32%
1 Week
18.87%
1 Month
24.10%
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 | |
|---|---|---|
| 0.1116 | 8.70 | |
| 0.1334 | 34.42 | |
| 0.8666 | 275.45 |
Estimation Period:
Sep 22, 1993 to Feb 26, 2016
Sep 22, 1993 to Feb 26, 2016
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