AutoZone Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
40.20%
decreased by 0.91%
1 Week
40.02%
decreased by 1.09%
1 Month
39.36%
decreased by 1.75%
Analysis last updated: Tuesday, June 9, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0577 | 13.33 | |
| 0.0322 | 18.96 | |
| 0.9275 | 391.02 | |
| 0.0537 | 10.08 |
Estimation Period:
Apr 3, 1991 to Jun 5, 2026
Apr 3, 1991 to Jun 5, 2026
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