Target Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
30.32%
decreased by 0.49%
1 Week
30.44%
decreased by 0.37%
1 Month
30.88%
increased by 0.07%
Analysis last updated: Saturday, June 13, 2026 at 12:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 12.36 | |
| 0.0073 | 10.23 | |
| 0.9487 | 622.10 | |
| 0.0697 | 18.11 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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