Costco Wholesale Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.29% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 9.24 | |
| 0.0245 | 10.85 | |
| 0.9537 | 387.06 | |
| 0.0370 | 9.64 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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