Kraft Heinz Foods Co GARCH Volatility Analysis
Inactive
Last recorded values (Thursday, July 18th, 2013):
1 Day
13.22%
1 Week
14.18%
1 Month
16.70%
Analysis last updated: Monday, March 1, 2021 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0881 | 5.73 | |
| 0.0792 | 22.58 | |
| 0.8729 | 124.90 |
Estimation Period:
Jan 2, 1990 to Jul 17, 2013
Jan 2, 1990 to Jul 17, 2013
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