V-Lab
V-Lab
Kohl's Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:46.96% (-1.15%)

Analysis last updated: Monday, May 20, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kohl's Corp EGARCH
paramt-stat
ω0.02678.11
α0.102830.07
β0.9888966.61
γ-0.0438-13.79
Estimation Period:
May 19, 1992 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts