TJX Cos Inc/The MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.30% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0263 | 13.90 | |
| 0.8736 | 201.16 | |
| 0.0999 | 24.85 | |
| 0.0074 | 5.35 | |
| 0.0295 | 6.58 | |
| 0.9686 | 201.29 |
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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