V-Lab
V-Lab
O'Reilly Automotive Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:28.76% (+6.84%)

Analysis last updated: Thursday, April 25, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of O'Reilly Automotive Inc GJR-GARCH
paramt-stat
ω0.070812.25
α0.00997.07
β0.9272452.74
γ0.101920.32
Estimation Period:
Apr 26, 1993 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts