Eaton Corp PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.67% (+4.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1483 | 22.53 | |
| 0.0490 | 11.08 | |
| 0.8629 | 260.30 | |
| 0.0883 | 10.86 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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