V-Lab
V-Lab
Staples Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, September 13th, 2017:21.47% (-0.08%)

Analysis last updated: Monday, March 1, 2021 at 09:16 PM UTC

Date Range:

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to

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graph of Staples Inc GJR-GARCH
paramt-stat
ω0.071410.08
α0.017711.31
β0.9536516.02
γ0.039610.44
Estimation Period:
Jan 2, 1990 to Sep 8, 2017
Impact of return on volatility tomorrow
Volatility Forecasts