TJX Cos Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.77% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 9.95 | |
| 0.0254 | 18.19 | |
| 0.9410 | 659.85 | |
| 0.0634 | 15.53 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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