V-Lab: Best Buy Co Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Best Buy Co Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:28.65% (-0.35%)

Analysis last updated: Wednesday, April 24, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2520	8.41
$α$	0.0489	5.95
$β$	0.9016	51.19
$γ_{1}$	0.0061	0.51
$γ_{2}$	-0.0289	-1.64
$γ_{3}$	0.0560	4.51
$γ_{4}$	-0.0571	-4.19
$γ_{5}$	0.0335	3.04

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts