O'Reilly Automotive Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.39% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 10.85 | |
| 0.0044 | 3.54 | |
| 0.9384 | 533.16 | |
| 0.0960 | 21.40 |
Estimation Period:
Apr 26, 1993 to Feb 20, 2026
Apr 26, 1993 to Feb 20, 2026
News Impact Curve
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