AutoZone Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
36.70%
decreased by 0.55%
1 Week
36.75%
decreased by 0.50%
1 Month
36.91%
decreased by 0.34%
Analysis last updated: Tuesday, June 9, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 7.76 | |
| 0.1138 | 31.99 | |
| 0.9835 | 609.72 | |
| -0.0447 | -11.73 |
Estimation Period:
Apr 3, 1991 to Jun 5, 2026
Apr 3, 1991 to Jun 5, 2026
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