V-Lab: Ross Stores Inc MF2-GARCH Volatility Analysis

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V-Lab

Ross Stores Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:18.36% (-0.27%)

Analysis last updated: Tuesday, May 14, 2024 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0124	5.84
$β$	0.8583	103.57
$γ$	0.1128	17.96
$λ_{1}$	0.0231	2.30
$λ_{2}$	0.0462	3.33
$λ_{3}$	0.9500	64.16

Estimation Period:
Jan 2, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts