ADT Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.22% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7717 | 12.27 | |
| 0.1384 | 6.44 | |
| 0.6603 | 29.28 | |
| -0.0106 | -0.31 |
Estimation Period:
Jan 19, 2018 to Feb 13, 2026
Jan 19, 2018 to Feb 13, 2026
News Impact Curve
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