Whole Foods Market Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, August 28th, 2017):
1 Day
27.55%
1 Week
29.99%
1 Month
36.29%
Analysis last updated: Monday, March 1, 2021 at 05:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4336 | 13.72 | |
| 0.0351 | 15.28 | |
| 0.8544 | 146.18 | |
| 0.1274 | 10.47 |
Estimation Period:
Jan 24, 1992 to Aug 25, 2017
Jan 24, 1992 to Aug 25, 2017
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