V-Lab
V-Lab
TJX Cos Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:16.85% (+0.08%)

Analysis last updated: Friday, May 17, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of TJX Cos Inc/The GJR-GARCH
paramt-stat
ω0.02629.61
α0.027118.47
β0.9398626.15
γ0.061714.44
Estimation Period:
Jan 2, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts