Analog Devices Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:27.30% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 8.28 | |
| 0.0212 | 11.58 | |
| 0.9502 | 640.74 | |
| 0.0536 | 14.68 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities