Safeway Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, January 30th, 2015):
1 Day
6.05%
1 Week
6.11%
1 Month
6.37%
Analysis last updated: Monday, March 1, 2021 at 05:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 3.72 | |
| 0.0270 | 16.47 | |
| 0.9697 | 1,016.50 | |
| 0.0065 | 2.31 |
Estimation Period:
Apr 27, 1990 to Jan 23, 2015
Apr 27, 1990 to Jan 23, 2015
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