V-Lab: AutoNation Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

AutoNation Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:36.50% (+1.38%)

Analysis last updated: Tuesday, April 23, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0546	3.42
$α$	0.0991	7.24
$β$	0.8143	31.77
$γ_{1}$	0.1007	1.33
$γ_{2}$	-0.1419	-1.34
$γ_{3}$	0.0750	1.17
$γ_{4}$	-0.1510	-2.81
$γ_{5}$	0.3425	6.98
$γ_{6}$	-0.4083	-8.06
$γ_{7}$	0.2643	4.72
$γ_{8}$	-0.0863	-1.60
$γ_{9}$	0.0117	0.23
$γ_{10}$	-0.0240	-0.59

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

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Volatility Forecasts

Volatility Forecasts