V-Lab
V-Lab
Ross Stores Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:22.73% (+0.34%)

Analysis last updated: Wednesday, May 1, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ross Stores Inc GJR-GARCH
paramt-stat
ω0.02727.79
α0.015713.33
β0.9576799.36
γ0.049814.98
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts