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V-Lab
Whole Foods Market Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, August 28th, 2017:20.77% (-0.18%)

Analysis last updated: Monday, March 1, 2021 at 07:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

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graph of Whole Foods Market Inc EGARCH
paramt-stat
ω0.01362.11
α0.036114.45
β0.9954586.20
γ-0.0383-15.65
Estimation Period:
Jan 24, 1992 to Aug 25, 2017
Impact of return on volatility tomorrow
Volatility Forecasts