V-Lab: CarMax Inc MF2-GARCH Volatility Analysis

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V-Lab

CarMax Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 22nd, 2024:33.25% (-0.33%)

Analysis last updated: Tuesday, May 21, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.2028	19.60
$β$	0.4922	25.10
$γ$	-0.0360	-2.74
$λ_{1}$	0.0268	1.09
$λ_{2}$	0.0270	2.23
$λ_{3}$	0.9700	72.40

Estimation Period:
Feb 4, 1997 to May 17, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts