Rockwell Automation Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.79% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1225 | 16.03 | |
| 0.0160 | 9.61 | |
| 0.9116 | 386.93 | |
| 0.0887 | 15.92 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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