V-Lab: AutoZone Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

AutoZone Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.91% (-1.11%)

Analysis last updated: Friday, April 26, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.2680	3.63
$α$	0.0628	39.07
$β$	0.9917	442.14
$ν$	4	14.16

Estimation Period:
Apr 3, 1991 to Apr 26, 2024