Kraft Heinz Foods Co AGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, July 18th, 2013):
1 Day
13.43%
1 Week
14.55%
1 Month
16.79%
Analysis last updated: Monday, July 14, 2014 at 05:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0907 | 5.98 | |
| 0.0923 | 32.79 | |
| 0.8521 | 73.94 | |
| 0.4053 | 5.32 |
Estimation Period:
Jan 2, 1990 to Jul 17, 2013
Jan 2, 1990 to Jul 17, 2013
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