V-Lab
V-Lab
Kohl's Corp APARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:53.30% (-1.16%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kohl's Corp APARCH
paramt-stat
ω0.038915.07
α0.057728.41
β0.9423470.69
γ0.448916.05
δ1.070128.88
Estimation Period:
May 19, 1992 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts