Keurig Green Mountain Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, March 3rd, 2016):
1 Day
30.58%
1 Week
31.20%
1 Month
33.79%
Analysis last updated: Monday, March 1, 2021 at 06:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 5.53 | |
| 0.0716 | 10.38 | |
| 0.9934 | 810.97 | |
| -0.0231 | -7.41 |
Estimation Period:
Sep 22, 1993 to Feb 26, 2016
Sep 22, 1993 to Feb 26, 2016
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