Target Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.08% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 12.42 | |
| 0.0079 | 10.67 | |
| 0.9482 | 619.30 | |
| 0.0695 | 17.85 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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