AutoZone Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
31.85%
decreased by 0.12%
1 Week
32.31%
increased by 0.34%
1 Month
32.40%
increased by 0.43%
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 | |
|---|---|---|
| 4.0096 | 1.56 | |
| 0.0657 | 0.73 | |
| 0.0000 | 0.00 | |
| -0.0536 | -0.53 |
Estimation Period:
Dec 23, 2025 to Jun 5, 2026
Dec 23, 2025 to Jun 5, 2026
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