V-Lab
V-Lab
Ross Stores Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.35% (+0.17%)

Analysis last updated: Wednesday, May 1, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ross Stores Inc GARCH
paramt-stat
ω0.024811.95
α0.039626.66
β0.9573626.89
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts