Lowe's Cos Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.27% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0634 | 15.79 | |
| 0.0256 | 17.47 | |
| 0.9304 | 600.26 | |
| 0.0683 | 17.00 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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