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V-Lab

Ross Stores Inc AGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

26.21%

decreased by 0.54%

1 Week

26.54%

decreased by 0.21%

1 Month

27.75%

increased by 1.00%

Analysis last updated: Friday, August 14, 2026 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ross Stores Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 14, 2026

Model Insight

With persistence 0.992, volatility shocks have a half-life of 83 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: negative returns raise volatility more

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0000
0.00
α

ARCH

Response to squared shocks

0.0479
42.63***
β

GARCH

Volatility persistence

0.9437
861.08***
γ

leverage

Additional response to negative shocks

1.0946
23.51***

Persistence:

0.992

Half-life:

83 days