AutoZone Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
34.82%
decreased by 1.05%
1 Week
34.76%
decreased by 1.11%
1 Month
34.56%
decreased by 1.31%
Analysis last updated: Tuesday, June 16, 2026 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 13.36 | |
| 0.0323 | 18.99 | |
| 0.9275 | 390.37 | |
| 0.0532 | 10.03 |
Estimation Period:
Apr 3, 1991 to Jun 12, 2026
Apr 3, 1991 to Jun 12, 2026
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