V-Lab: Fastenal Co MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Fastenal Co MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.08% (-0.49%)

Analysis last updated: Tuesday, April 30, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0188	10.68
$β$	0.8680	157.91
$γ$	0.0923	23.16
$λ_{1}$	0.0151	2.48
$λ_{2}$	0.0167	3.52
$λ_{3}$	0.9801	166.99

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts