Safeway Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, January 30th, 2015):
1 Day
4.22%
1 Week
4.14%
1 Month
3.78%
Analysis last updated: Thursday, January 29, 2015 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0150 | -5.24 | |
| 0.0341 | 44.12 | |
| 0.9699 | 1,510.76 | |
| 0.6264 | 8.82 |
Estimation Period:
Apr 27, 1990 to Jan 23, 2015
Apr 27, 1990 to Jan 23, 2015
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