Ameren Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.60% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 25.67 | |
| 0.0775 | 17.31 | |
| 0.8645 | 255.91 | |
| 0.0443 | 5.96 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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