AutoZone Inc EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
25.71%
decreased by 0.05%
1 Week
25.18%
decreased by 0.58%
1 Month
23.45%
decreased by 2.31%
Analysis last updated: Tuesday, June 9, 2026 at 01:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0011 | -0.08 | |
| -0.2919 | -4.65 | |
| 0.9787 | 3,208.93 | |
| 0.0064 | 0.22 |
Estimation Period:
Dec 23, 2025 to Jun 5, 2026
Dec 23, 2025 to Jun 5, 2026
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