TJX Cos Inc/The GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
22.46%
increased by 0.38%
1 Week
22.69%
increased by 0.61%
1 Month
23.58%
increased by 1.50%
Analysis last updated: Wednesday, June 17, 2026 at 10:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 9.92 | |
| 0.0249 | 18.05 | |
| 0.9413 | 666.61 | |
| 0.0640 | 15.78 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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