AutoZone Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.09% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0605 | 13.45 | |
| 0.0329 | 19.05 | |
| 0.9245 | 375.05 | |
| 0.0569 | 10.24 |
Estimation Period:
Apr 3, 1991 to Feb 20, 2026
Apr 3, 1991 to Feb 20, 2026
News Impact Curve
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