V-Lab
V-Lab
PetSmart Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2015:14.36% (-0.09%)

Analysis last updated: Monday, March 1, 2021 at 08:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PetSmart Inc GARCH
paramt-stat
ω0.02056.64
α0.036422.02
β0.9628492.48
Estimation Period:
Jul 23, 1993 to Mar 6, 2015
Impact of return on volatility tomorrow
Volatility Forecasts