AutoZone Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.49% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0606 | 13.45 | |
| 0.0329 | 19.06 | |
| 0.9243 | 374.53 | |
| 0.0571 | 10.26 |
Estimation Period:
Apr 3, 1991 to Feb 13, 2026
Apr 3, 1991 to Feb 13, 2026
News Impact Curve
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