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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7961	8.03***
α ARCH Response to squared shocks	0.2480	4.02***
β GARCH Volatility persistence	0.2915	3.17***

γ₁	-0.1108	-1.71*
γ₂	0.0358	0.36
γ₃	0.0319	0.36
γ₄	0.2829	3.14***
γ₅	-0.5157	-5.59***
γ₆	0.4306	3.73***
γ₇	-0.1799	-1.18
γ₈	0.0464	0.35
γ₉	-0.0154	-0.15
γ₁₀	-0.0332	-0.38

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CarMax Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CarMax Inc Analyses