Loblaw Cos Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.57% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0655 | 19.34 | |
| 0.0341 | 17.00 | |
| 0.9048 | 304.75 | |
| 0.0464 | 8.76 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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