Zoetis Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.30% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3481 | 14.42 | |
| 0.0521 | 4.26 | |
| 0.7314 | 53.31 | |
| 0.1762 | 7.77 |
Estimation Period:
Feb 1, 2013 to Feb 20, 2026
Feb 1, 2013 to Feb 20, 2026
News Impact Curve
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