V-Lab
V-Lab
Kohl's Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:51.43% (-1.79%)

Analysis last updated: Monday, April 29, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kohl's Corp EGARCH
paramt-stat
ω0.02698.15
α0.103530.17
β0.9888962.77
γ-0.0438-13.74
Estimation Period:
May 19, 1992 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts