Masco Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:29.31% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 9.85 | |
| 0.0091 | 8.16 | |
| 0.9633 | 821.24 | |
| 0.0442 | 17.76 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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