AutoZone Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.34% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0401 | 15.03 | |
| 0.7499 | 82.74 | |
| 0.1556 | 23.07 | |
| 0.0026 | 1.54 | |
| 0.0090 | 3.19 | |
| 0.9902 | 302.72 |
Estimation Period:
Apr 3, 1991 to Feb 6, 2026
Apr 3, 1991 to Feb 6, 2026
News Impact Curve
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