Eaton Corp PLC GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
41.60%
decreased by 2.07%
1 Week
40.77%
decreased by 2.90%
1 Month
38.09%
decreased by 5.58%
Analysis last updated: Monday, June 8, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1404 | 22.26 | |
| 0.0474 | 11.28 | |
| 0.8688 | 275.46 | |
| 0.0853 | 11.00 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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