V-Lab
V-Lab
Kohl's Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:48.19% (-1.32%)

Analysis last updated: Monday, April 29, 2024 at 09:53 PM UTC

Date Range:

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graph of Kohl's Corp MF2-GARCH
paramt-stat
m71
α0.02189.77
β0.8781137.23
γ0.076414.50
λ10.02533.17
λ20.02823.83
λ30.9680117.29
Estimation Period:
May 19, 1992 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts