V-Lab
V-Lab
Kroger Co/The MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:21.97% (+0.76%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Kroger Co/The MF2-GARCH
paramt-stat
m61
α0.096918.75
β0.659358.52
γ0.06477.48
λ10.01101.48
λ20.01492.70
λ30.9821143.90
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts