Bed Bath & Beyond Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
85.10%
increased by 0.62%
1 Week
85.12%
increased by 0.64%
1 Month
85.17%
increased by 0.69%
Analysis last updated: Tuesday, June 9, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2507 | 10.88 | |
| 0.0526 | 17.54 | |
| 0.9386 | 330.73 | |
| 0.0004 | 0.10 |
Estimation Period:
May 30, 2002 to Jun 5, 2026
May 30, 2002 to Jun 5, 2026
Other Bed Bath & Beyond Inc Analyses
Other GJR-GARCH Analyses on Equities