Berkshire Hathaway Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.41% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 19.72 | |
| 0.0741 | 18.59 | |
| 0.8546 | 242.02 | |
| 0.1090 | 11.28 |
Estimation Period:
May 10, 1996 to Feb 20, 2026
May 10, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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