V-Lab
V-Lab
Chipotle Mexican Grill Inc GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:30.40% (-0.22%)

Analysis last updated: Tuesday, May 7, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chipotle Mexican Grill Inc GARCH
paramt-stat
ω0.08937.48
α0.022013.59
β0.9616287.82
Estimation Period:
Jan 27, 2006 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts