V-Lab: CarMax Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

CarMax Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:35.51% (+0.89%)

Analysis last updated: Tuesday, April 30, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.4546	4.96
$α$	0.0531	55.07
$β$	0.9947	997.68
$ν$	4	27.08

Estimation Period:
Feb 4, 1997 to Apr 26, 2024