V-Lab
V-Lab
Ross Stores Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:22.55% (-0.12%)

Analysis last updated: Thursday, April 18, 2024 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ross Stores Inc GJR-GARCH
paramt-stat
ω0.02787.88
α0.015713.29
β0.9573792.45
γ0.050415.07
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts