V-Lab
V-Lab
Costco Wholesale Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:24.57% (-0.47%)

Analysis last updated: Wednesday, April 17, 2024 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Costco Wholesale Corp GJR-GARCH
paramt-stat
ω0.01958.40
α0.022710.23
β0.9550388.67
γ0.03949.96
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts