V-Lab
Family Dollar Stores Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 7th, 2015:14.03% (-0.06%)
Analysis last updated: Monday, March 1, 2021 at 05:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 10.35 | |
| 0.0122 | 8.79 | |
| 0.9538 | 577.04 | |
| 0.0678 | 13.36 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2015
Jan 1, 1990 to Jul 2, 2015
News Impact Curve
Volatility Forecasts
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