Whole Foods Market Inc APARCH Volatility Analysis
Inactive
Last recorded values (Monday, August 28th, 2017):
1 Day
21.52%
1 Week
21.91%
1 Month
23.44%
Analysis last updated: Saturday, August 26, 2017 at 04:04 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 8.18 | |
| 0.0215 | 8.44 | |
| 0.9785 | 602.55 | |
| 1.0000 | 6.67 | |
| 1.0670 | 17.14 |
Estimation Period:
Jan 24, 1992 to Aug 25, 2017
Jan 24, 1992 to Aug 25, 2017
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