Kraft Heinz Foods Co EGARCH Volatility Analysis
Inactive
Last recorded values (Thursday, July 18th, 2013):
1 Day
5.86%
1 Week
6.25%
1 Month
7.94%
Analysis last updated: Monday, March 1, 2021 at 06:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 2.75 | |
| 0.0911 | 11.22 | |
| 0.9776 | 231.49 | |
| -0.0360 | -4.86 |
Estimation Period:
Jan 2, 1990 to Jul 17, 2013
Jan 2, 1990 to Jul 17, 2013
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