American Water Works Co Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.71%
increased by 1.17%
1 Week
22.65%
increased by 1.11%
1 Month
22.45%
increased by 0.91%
Analysis last updated: Tuesday, June 9, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0607 | 21.16 | |
| 0.0602 | 13.76 | |
| 0.8823 | 246.05 | |
| 0.0499 | 5.14 |
Estimation Period:
Apr 23, 2008 to Jun 5, 2026
Apr 23, 2008 to Jun 5, 2026
Other GJR-GARCH Analyses on Equities