V-Lab: PetSmart Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

PetSmart Inc Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2015:5.16% (-0.07%)

Analysis last updated: Wednesday, March 11, 2015 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0088	9.44
$α$	0.0759	28.01
$β$	0.8927	406.69
$γ$	0.0628	14.37

Estimation Period:
Jul 23, 1993 to Mar 6, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts