V-Lab: Target Corp MF2-GARCH Volatility Analysis

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V-Lab

Target Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.54% (-0.49%)

Analysis last updated: Friday, April 26, 2024 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0121	11.35
$β$	0.9339	490.75
$γ$	0.0854	29.04
$λ_{1}$	5.3167	0.14
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts