Safeway Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, January 30th, 2015):
1 Day
5.45%
1 Week
5.56%
1 Month
6.01%
Analysis last updated: Monday, March 1, 2021 at 06:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 10.53 | |
| 0.0865 | 35.87 | |
| 0.9963 | 2,259.29 | |
| -0.0167 | -5.65 |
Estimation Period:
Apr 27, 1990 to Jan 23, 2015
Apr 27, 1990 to Jan 23, 2015
Other EGARCH Analyses on Equities