V-Lab: Chipotle Mexican Grill Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Chipotle Mexican Grill Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:27.29% (+4.42%)

Analysis last updated: Thursday, April 25, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.4641	2.79
$α$	0.0671	39.51
$β$	0.9911	318.90
$ν$	4	15.33

Estimation Period:
Jan 27, 2006 to Apr 19, 2024