American Water Works Co Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.32%
decreased by 0.25%
1 Week
22.28%
decreased by 0.29%
1 Month
22.16%
decreased by 0.41%
Analysis last updated: Friday, June 12, 2026 at 11:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 21.17 | |
| 0.0604 | 13.81 | |
| 0.8821 | 246.00 | |
| 0.0500 | 5.15 |
Estimation Period:
Apr 23, 2008 to Jun 12, 2026
Apr 23, 2008 to Jun 12, 2026
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