V-Lab
V-Lab
Ross Stores Inc AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:26.21% (+0.12%)

Analysis last updated: Wednesday, May 1, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ross Stores Inc AGARCH
paramt-stat
ω-0.0071-1.22
α0.051143.07
β0.9418834.90
γ1.112324.44
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts