Kohl's Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
68.05%
decreased by 0.41%
1 Week
68.02%
decreased by 0.44%
1 Month
67.91%
decreased by 0.55%
Analysis last updated: Monday, June 8, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 5.95 | |
| 0.0122 | 11.78 | |
| 0.9718 | 815.95 | |
| 0.0290 | 13.08 |
Estimation Period:
May 19, 1992 to Jun 5, 2026
May 19, 1992 to Jun 5, 2026
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