Costco Wholesale Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.84% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 9.19 | |
| 0.0244 | 10.83 | |
| 0.9538 | 388.04 | |
| 0.0372 | 9.68 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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