V-Lab
V-Lab
Target Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:26.32% (-0.57%)

Analysis last updated: Wednesday, April 17, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Target Corp GJR-GARCH
paramt-stat
ω0.057513.29
α0.011212.68
β0.9363585.16
γ0.082922.11
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts