V-Lab
V-Lab
Woolworths Holdings Ltd/South Africa EGARCH Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:25.48% (-0.54%)
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 EGARCH
paramt-stat
ω0.030213.11
α0.112429.18
β0.9834881.99
γ-0.0312-8.22
Estimation Period:
Nov 3, 1997 to May 9, 2025
Impact of return on volatility tomorrow
Volatility Forecasts