Safeway Inc APARCH Volatility Analysis
Inactive
Last recorded values (Friday, January 30th, 2015):
1 Day
9.83%
1 Week
10.23%
1 Month
11.88%
Analysis last updated: Friday, November 20, 2015 at 07:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 14.69 | |
| 0.0349 | 22.00 | |
| 0.9651 | 526.50 | |
| 0.2560 | 4.99 | |
| 0.7231 | 13.09 |
Estimation Period:
Apr 27, 1990 to Jan 23, 2015
Apr 27, 1990 to Jan 23, 2015
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