TJX Cos Inc/The AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.34%
decreased by 0.61%
1 Week
23.60%
decreased by 0.35%
1 Month
24.54%
increased by 0.59%
Analysis last updated: Saturday, June 13, 2026 at 12:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0033 | -0.93 | |
| 0.0594 | 40.63 | |
| 0.9336 | 646.57 | |
| 0.8412 | 24.44 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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