Five Below Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.62% (-4.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6486 | 16.21 | |
| 0.2116 | 10.48 | |
| 0.6017 | 36.50 | |
| -0.0128 | -0.49 |
Estimation Period:
Jul 19, 2012 to Feb 6, 2026
Jul 19, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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