V-Lab
V-Lab
Woolworths Holdings Ltd/South Africa AGARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:25.03% (-0.75%)
Analysis last updated: Saturday, May 17, 2025 at 01:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Woolworths Holdings Ltd/South Africa AGARCH
paramt-stat
ω0.160521.37
α0.079438.02
β0.8814305.20
γ0.39249.51
Estimation Period:
Nov 3, 1997 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts