Clorox Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.96% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 22.41 | |
| 0.0711 | 19.80 | |
| 0.8883 | 311.48 | |
| 0.0475 | 6.19 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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