V-Lab: AutoNation Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

AutoNation Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:44.96% (+9.60%)

Analysis last updated: Friday, April 26, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0457	3.43
$α$	0.0975	7.16
$β$	0.8153	31.63
$γ_{1}$	0.1017	1.35
$γ_{2}$	-0.1441	-1.37
$γ_{3}$	0.0772	1.21
$γ_{4}$	-0.1524	-2.86
$γ_{5}$	0.3432	7.06
$γ_{6}$	-0.4090	-8.15
$γ_{7}$	0.2652	4.79
$γ_{8}$	-0.0874	-1.64
$γ_{9}$	0.0132	0.26
$γ_{10}$	-0.0253	-0.63

Estimation Period:
May 11, 1990 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts