Rockwell Automation Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:41.23% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1233 | 16.07 | |
| 0.0161 | 9.62 | |
| 0.9111 | 385.56 | |
| 0.0895 | 16.00 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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