American Water Works Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:25.89% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0617 | 21.12 | |
| 0.0620 | 13.66 | |
| 0.8802 | 240.61 | |
| 0.0501 | 5.05 |
Estimation Period:
Apr 23, 2008 to Feb 13, 2026
Apr 23, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities