V-Lab
PetSmart Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2015:13.83% (-0.05%)
Analysis last updated: Monday, March 1, 2021 at 07:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 5.37 | |
| 0.0088 | 5.88 | |
| 0.9636 | 580.86 | |
| 0.0551 | 19.78 |
Estimation Period:
Jul 23, 1993 to Mar 6, 2015
Jul 23, 1993 to Mar 6, 2015
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