Safeway Inc GARCH Volatility Analysis
Inactive
Last recorded values (Friday, January 30th, 2015):
1 Day
5.95%
1 Week
6.01%
1 Month
6.25%
Analysis last updated: Monday, March 1, 2021 at 06:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 2.98 | |
| 0.0304 | 33.76 | |
| 0.9696 | 1,041.47 |
Estimation Period:
Apr 27, 1990 to Jan 23, 2015
Apr 27, 1990 to Jan 23, 2015
Other GARCH Analyses on Equities