V-Lab
V-Lab
Safeway Inc GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2015:5.95% (-0.05%)

Analysis last updated: Monday, March 1, 2021 at 06:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Safeway Inc GARCH
paramt-stat
ω0.00142.98
α0.030433.76
β0.96961041.47
Estimation Period:
Apr 27, 1990 to Jan 23, 2015
Impact of return on volatility tomorrow
Volatility Forecasts