Costco Wholesale Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
23.93%
decreased by 0.39%
1 Week
24.06%
decreased by 0.26%
1 Month
24.56%
increased by 0.24%
Analysis last updated: Tuesday, June 16, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 9.26 | |
| 0.0245 | 10.97 | |
| 0.9542 | 391.71 | |
| 0.0360 | 9.56 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities