AutoZone Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.26% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 7.75 | |
| 0.1159 | 32.13 | |
| 0.9830 | 596.12 | |
| -0.0457 | -11.75 |
Estimation Period:
Apr 3, 1991 to Feb 20, 2026
Apr 3, 1991 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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