Pfizer Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.85% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 17.01 | |
| 0.0558 | 17.34 | |
| 0.9138 | 381.86 | |
| 0.0398 | 6.03 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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