V-Lab
V-Lab
Kohl's Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:48.53% (-0.80%)

Analysis last updated: Friday, May 3, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kohl's Corp AGARCH
paramt-stat
ω-0.0167-2.32
α0.038930.37
β0.9540647.64
γ1.354217.14
Estimation Period:
May 19, 1992 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts