V-Lab
V-Lab
Chipotle Mexican Grill Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:28.30% (-0.02%)

Analysis last updated: Tuesday, May 7, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chipotle Mexican Grill Inc AGARCH
paramt-stat
ω0.02341.46
α0.034322.36
β0.9327318.75
γ2.235020.13
Estimation Period:
Jan 27, 2006 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts