V-Lab: AutoNation Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

AutoNation Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:31.95% (-0.29%)

Analysis last updated: Tuesday, May 7, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0560	20.09
$β$	0.8162	121.35
$γ$	0.0647	13.34
$λ_{1}$	0.0200	3.96
$λ_{2}$	0.0498	7.46
$λ_{3}$	0.9478	135.14

Estimation Period:
May 11, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts