Emerson Electric Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:40.45% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 9.37 | |
| 0.0015 | 1.53 | |
| 0.9533 | 770.67 | |
| 0.0752 | 21.21 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities