V-Lab
V-Lab
Costco Wholesale Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:19.70% (-0.60%)

Analysis last updated: Wednesday, April 24, 2024 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Costco Wholesale Corp EGARCH
paramt-stat
ω0.019610.92
α0.104117.90
β0.98941120.44
γ-0.0369-9.28
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts