ADT Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.21% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7688 | 12.27 | |
| 0.1391 | 6.45 | |
| 0.6598 | 29.27 | |
| -0.0114 | -0.33 |
Estimation Period:
Jan 19, 2018 to Feb 20, 2026
Jan 19, 2018 to Feb 20, 2026
News Impact Curve
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