V-Lab: AutoNation Inc GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

AutoNation Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:28.98% (+0.06%)

Analysis last updated: Tuesday, April 23, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0191	7.83
$α$	0.0218	14.79
$β$	0.9612	825.79
$γ$	0.0314	10.05

Estimation Period:
May 11, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts