Lowe's Cos Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
31.39%
increased by 1.27%
1 Week
31.58%
increased by 1.46%
1 Month
32.29%
increased by 2.17%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0631 | 15.91 | |
| 0.0254 | 17.42 | |
| 0.9310 | 604.95 | |
| 0.0672 | 16.97 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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