Costco Wholesale Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.90% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 9.22 | |
| 0.0244 | 10.85 | |
| 0.9538 | 388.20 | |
| 0.0370 | 9.66 |
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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