Hillshire Brands Co/The APARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
0.14%
1 Week
0.15%
1 Month
0.20%
Analysis last updated: Saturday, December 27, 2014 at 06:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 5.00 | |
| 0.1037 | 53.13 | |
| 0.8963 | 312.84 | |
| 0.1470 | 9.84 | |
| 1.9451 | 37.45 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2014
Jan 2, 1990 to Dec 26, 2014
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