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 Friday, April 19th, 2024:36.05% (-0.08%)

Analysis last updated: Thursday, April 18, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0634	3.45
$α$	0.0993	7.24
$β$	0.8138	31.64
$γ_{1}$	0.1021	1.35
$γ_{2}$	-0.1441	-1.36
$γ_{3}$	0.0767	1.20
$γ_{4}$	-0.1534	-2.86
$γ_{5}$	0.3449	7.04
$γ_{6}$	-0.4090	-8.08
$γ_{7}$	0.2631	4.73
$γ_{8}$	-0.0845	-1.58
$γ_{9}$	0.0114	0.22
$γ_{10}$	-0.0248	-0.61

Estimation Period:
May 11, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts