3M Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.24% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0161 | 12.51 | |
| 0.0159 | 12.73 | |
| 0.9690 | 575.10 | |
| 0.0163 | 6.56 |
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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