V-Lab: AutoZone Inc MF2-GARCH Volatility Analysis

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V-Lab

AutoZone Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 13th, 2024:19.75% (-0.43%)

Analysis last updated: Friday, May 10, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0412	15.10
$β$	0.7501	83.39
$γ$	0.1664	23.26
$λ_{1}$	0.0024	1.59
$λ_{2}$	0.0090	3.44
$λ_{3}$	0.9903	330.77

Estimation Period:
Apr 3, 1991 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts