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V-Lab
Whole Foods Market Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 28th, 2017:27.55% (-0.02%)

Analysis last updated: Monday, March 1, 2021 at 05:44 PM UTC

Date Range:

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graph of Whole Foods Market Inc GJR-GARCH
paramt-stat
ω0.433613.72
α0.035115.28
β0.8544146.18
γ0.127410.47
Estimation Period:
Jan 24, 1992 to Aug 25, 2017
Impact of return on volatility tomorrow
Volatility Forecasts