AutoZone Inc Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
69.60%
unchanged at 0.00%
1 Week
69.60%
unchanged at 0.00%
1 Month
69.61%
increased by 0.01%
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 | |
|---|---|---|
| 0.7501 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9999 | 0.00 | |
| -40.6793 | 0.00 | |
| 98.0837 | 0.27 |
Estimation Period:
Dec 23, 2025 to Jun 5, 2026
Dec 23, 2025 to Jun 5, 2026
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