V-Lab
V-Lab
Safeway Inc EGARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2015:5.45% (-0.04%)

Analysis last updated: Monday, March 1, 2021 at 06:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Safeway Inc EGARCH
paramt-stat
ω0.011510.53
α0.086535.87
β0.99632259.29
γ-0.0167-5.65
Estimation Period:
Apr 27, 1990 to Jan 23, 2015
Impact of return on volatility tomorrow
Volatility Forecasts