V-Lab
V-Lab
Safeway Inc APARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2015:9.83% (-0.01%)

Analysis last updated: Friday, November 20, 2015 at 07:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Safeway Inc APARCH
paramt-stat
ω0.015614.69
α0.034922.00
β0.9651526.50
γ0.25604.99
δ0.723113.09
Estimation Period:
Apr 27, 1990 to Jan 23, 2015
Impact of return on volatility tomorrow
Volatility Forecasts