V-Lab
V-Lab
Dollar Tree Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:43.49% (-0.39%)

Analysis last updated: Tuesday, April 23, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dollar Tree Inc GJR-GARCH
paramt-stat
ω0.01757.90
α0.00373.79
β0.9799914.07
γ0.028815.44
Estimation Period:
Mar 8, 1995 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts