TJX Cos Inc/The EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.33%
decreased by 0.97%
1 Week
22.61%
decreased by 0.69%
1 Month
23.73%
increased by 0.43%
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 | |
|---|---|---|
| 0.0188 | 7.26 | |
| 0.1235 | 35.32 | |
| 0.9909 | 1,128.63 | |
| -0.0558 | -17.76 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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