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V-Lab
Whole Foods Market Inc APARCH Volatility Analysis
Volatility Prediction for Monday, August 28th, 2017:21.52% (-0.18%)

Analysis last updated: Saturday, August 26, 2017 at 04:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Whole Foods Market Inc APARCH
paramt-stat
ω0.01808.18
α0.02158.44
β0.9785602.55
γ1.00006.67
δ1.067017.14
Estimation Period:
Jan 24, 1992 to Aug 25, 2017
Impact of return on volatility tomorrow
Volatility Forecasts