Hillshire Brands Co/The GARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
7.31%
1 Week
7.86%
1 Month
9.76%
Analysis last updated: Monday, March 1, 2021 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 16.67 | |
| 0.0782 | 40.23 | |
| 0.9218 | 506.76 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2014
Jan 2, 1990 to Dec 26, 2014
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