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 Friday, April 19th, 2024:30.44% (-0.62%)

Analysis last updated: Thursday, April 18, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2585	8.45
$α$	0.0490	5.96
$β$	0.9015	51.14
$γ_{1}$	0.0064	0.54
$γ_{2}$	-0.0294	-1.66
$γ_{3}$	0.0562	4.52
$γ_{4}$	-0.0571	-4.18
$γ_{5}$	0.0334	3.03

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts