Kohl's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:60.58% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 5.92 | |
| 0.0123 | 11.87 | |
| 0.9717 | 799.78 | |
| 0.0286 | 12.76 |
Estimation Period:
May 19, 1992 to Feb 13, 2026
May 19, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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