V-Lab: Whole Foods Market Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Whole Foods Market Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 28th, 2017:9.92% (-0.19%)

Analysis last updated: Monday, March 1, 2021 at 05:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.4302	11.91
$α$	0.0382	76.60
$β$	0.9990	10090.91
$ν$	3	142.49

Estimation Period:
Jan 24, 1992 to Aug 25, 2017