V-Lab
CarMax Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:44.43% (+0.01%)
Analysis last updated: Tuesday, April 30, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 4.32 | |
| 0.0022 | 2.65 | |
| 0.9812 | 1152.95 | |
| 0.0306 | 12.67 |
Estimation Period:
Feb 4, 1997 to Apr 26, 2024
Feb 4, 1997 to Apr 26, 2024