V-Lab
Family Dollar Stores Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, July 7th, 2015:14.19% (-0.08%)
Analysis last updated: Monday, July 6, 2015 at 09:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 1.91 | |
| 0.0531 | 37.64 | |
| 0.9433 | 583.39 | |
| 0.7300 | 9.63 |
Estimation Period:
Jan 1, 1990 to Jul 2, 2015
Jan 1, 1990 to Jul 2, 2015
News Impact Curve
Volatility Forecasts
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