Intuit Inc GJR-GARCH 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
96.84%
decreased by 1.58%
1 Week
96.96%
decreased by 1.46%
1 Month
97.46%
decreased by 0.96%
Analysis last updated: Tuesday, June 9, 2026 at 09:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 13.24 | |
| 0.0466 | 14.82 | |
| 0.9282 | 400.78 | |
| 0.0504 | 9.44 |
Estimation Period:
Mar 15, 1993 to Jun 5, 2026
Mar 15, 1993 to Jun 5, 2026
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