Loblaw Cos Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.81% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 19.35 | |
| 0.0342 | 16.95 | |
| 0.9046 | 304.16 | |
| 0.0464 | 8.74 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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