Kohl's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:59.39% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 5.96 | |
| 0.0123 | 11.84 | |
| 0.9716 | 795.76 | |
| 0.0288 | 12.84 |
Estimation Period:
May 19, 1992 to Feb 20, 2026
May 19, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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