TJX Cos Inc/The Asy. Power MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
11.06%
increased by 6.77%
1 Week
11.71%
increased by 7.42%
1 Month
13.84%
increased by 9.55%
Analysis last updated: Wednesday, June 10, 2026 at 12:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 1.11 | |
| 0.6005 | 3.77 | |
| 0.0000 | 0.00 | |
| -0.4313 | -5.70 | |
| 2.5029 | 3.61 |
Estimation Period:
Dec 23, 2025 to Jun 5, 2026
Dec 23, 2025 to Jun 5, 2026
Other TJX Cos Inc/The Analyses
Other Asy. Power MEM Analyses on Depositary Receipts