AutoZone Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.94% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0400 | 15.03 | |
| 0.7511 | 82.96 | |
| 0.1544 | 23.02 | |
| 0.0026 | 1.54 | |
| 0.0090 | 3.18 | |
| 0.9902 | 302.63 |
Estimation Period:
Apr 3, 1991 to Feb 20, 2026
Apr 3, 1991 to Feb 20, 2026
News Impact Curve
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