V-Lab: PetSmart Inc AGARCH Volatility Analysis

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V-Lab

PetSmart Inc AGARCH Volatility Analysis

Volatility Prediction for Thursday, March 12th, 2015:14.57% (-0.05%)

Analysis last updated: Friday, April 29, 2016 at 06:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0674	-4.12
$α$	0.0333	20.32
$β$	0.9654	536.36
$γ$	1.6867	9.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts