AMETEK Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.80%
decreased by 0.89%
1 Week
26.94%
decreased by 0.75%
1 Month
27.43%
decreased by 0.26%
Analysis last updated: Friday, June 12, 2026 at 11:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0771 | 16.56 | |
| 0.0423 | 14.33 | |
| 0.9087 | 297.55 | |
| 0.0548 | 9.84 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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