V-Lab
V-Lab
Whole Foods Market Inc GARCH Volatility Analysis
Volatility Prediction for Monday, August 28th, 2017:28.07% (-0.05%)

Analysis last updated: Monday, March 1, 2021 at 08:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Whole Foods Market Inc GARCH
paramt-stat
ω0.542615.60
α0.112921.13
β0.8232109.14
Estimation Period:
Jan 24, 1992 to Aug 25, 2017
Impact of return on volatility tomorrow
Volatility Forecasts