V-Lab
V-Lab
Kohl's Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:49.54% (-0.98%)

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 GARCH
paramt-stat
ω0.037412.13
α0.037827.94
β0.9575663.07
Estimation Period:
May 19, 1992 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts