V-Lab: Tractor Supply Co Asy. Power MEM Volatility Analysis

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V-Lab

Tractor Supply Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:27.94% (-0.89%)

Analysis last updated: Friday, May 3, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0807	19.49
$α$	0.1129	39.08
$β$	0.8711	333.37
$γ$	0.1279	16.10
$δ$	2.2155	43.55

Estimation Period:
Feb 21, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts