Advance Auto Parts Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.63% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2203 | 11.93 | |
| 0.0000 | 0.00 | |
| 0.8919 | 201.70 | |
| 0.1462 | 14.45 |
Estimation Period:
Nov 29, 2001 to Feb 6, 2026
Nov 29, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Advance Auto Parts Inc Analyses
Other GJR-GARCH Analyses on Equities