V-Lab: CarMax Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CarMax Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:34.74% (-0.18%)

Analysis last updated: Thursday, May 2, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8112	7.74
$α$	0.1570	5.23
$β$	0.5646	8.11
$γ_{1}$	-0.1011	-2.14
$γ_{2}$	0.0250	0.37
$γ_{3}$	0.2219	4.96
$γ_{4}$	-0.2901	-6.32
$γ_{5}$	0.2419	5.56
$γ_{6}$	-0.1465	-3.32
$γ_{7}$	0.1362	2.56
$γ_{8}$	-0.2000	-2.83

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

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Volatility Forecasts

Volatility Forecasts