V-Lab
V-Lab
Safeway Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2015:4.22% (+1.67%)

Analysis last updated: Thursday, January 29, 2015 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Safeway Inc AGARCH
paramt-stat
ω-0.0150-5.24
α0.034144.12
β0.96991510.76
γ0.62648.82
Estimation Period:
Apr 27, 1990 to Jan 23, 2015
Impact of return on volatility tomorrow
Volatility Forecasts