Waters Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:70.60% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1446 | 14.75 | |
| 0.0188 | 8.76 | |
| 0.8939 | 284.23 | |
| 0.1427 | 12.63 |
Estimation Period:
Nov 20, 1995 to Feb 13, 2026
Nov 20, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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