Kohl's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.45% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 5.92 | |
| 0.0123 | 11.86 | |
| 0.9717 | 795.82 | |
| 0.0287 | 12.78 |
Estimation Period:
May 19, 1992 to Feb 6, 2026
May 19, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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