V-Lab
V-Lab
TJX Cos Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:19.76% (-0.41%)

Analysis last updated: Tuesday, April 23, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TJX Cos Inc/The GJR-GARCH
paramt-stat
ω0.02659.69
α0.027118.43
β0.9397624.39
γ0.061914.45
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts