Parker-Hannifin Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.13% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0967 | 17.71 | |
| 0.0042 | 1.75 | |
| 0.9281 | 290.40 | |
| 0.0880 | 20.67 |
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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