V-Lab: CarMax Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CarMax Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:40.92% (-0.16%)

Analysis last updated: Thursday, May 2, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8243	7.74
$α$	0.1576	5.12
$β$	0.5748	8.40
$γ_{1}$	-0.0968	-2.03
$γ_{2}$	0.0208	0.30
$γ_{3}$	0.2184	4.84
$γ_{4}$	-0.2814	-6.09
$γ_{5}$	0.2295	5.26
$γ_{6}$	-0.1281	-2.99
$γ_{7}$	0.0999	2.19
$γ_{8}$	-0.1060	-3.23

Estimation Period:
Feb 4, 1997 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts