WW Grainger Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
20.30%
decreased by 0.40%
1 Week
20.99%
increased by 0.29%
1 Month
22.99%
increased by 2.29%
Analysis last updated: Monday, June 8, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1218 | 19.70 | |
| 0.0372 | 18.67 | |
| 0.8879 | 250.11 | |
| 0.0722 | 11.76 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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