Keurig Green Mountain Inc GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, March 3rd, 2016):
1 Day
68.14%
1 Week
68.20%
1 Month
68.47%
Analysis last updated: Monday, March 1, 2021 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 4.01 | |
| 0.0182 | 10.61 | |
| 0.9807 | 502.92 |
Estimation Period:
Sep 22, 1993 to Feb 26, 2016
Sep 22, 1993 to Feb 26, 2016
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