Masco Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.14% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 9.91 | |
| 0.0094 | 8.27 | |
| 0.9631 | 815.51 | |
| 0.0441 | 17.60 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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