Intuit Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
88.93%
decreased by 3.30%
1 Week
89.07%
decreased by 3.16%
1 Month
89.60%
decreased by 2.63%
Analysis last updated: Friday, June 12, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 13.25 | |
| 0.0467 | 14.87 | |
| 0.9283 | 401.50 | |
| 0.0500 | 9.42 |
Estimation Period:
Mar 15, 1993 to Jun 12, 2026
Mar 15, 1993 to Jun 12, 2026
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