WW Grainger Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.76%
increased by 0.46%
1 Week
21.40%
increased by 1.10%
1 Month
23.27%
increased by 2.97%
Analysis last updated: Tuesday, June 9, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1218 | 19.70 | |
| 0.0372 | 18.67 | |
| 0.8879 | 250.11 | |
| 0.0722 | 11.76 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other GJR-GARCH Analyses on Equities