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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	15.1062	7.96***
α ARCH Response to squared shocks	0.0467	77.43***
β GARCH Volatility persistence	0.9987	7,623.98***
ν DF Student-t tail thickness	4.3216	49.30***

V-Lab

Ross Stores Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ross Stores Inc Analyses