AutoNation Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.13% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 8.02 | |
| 0.0217 | 14.85 | |
| 0.9607 | 836.09 | |
| 0.0327 | 10.45 |
Estimation Period:
May 11, 1990 to Feb 20, 2026
May 11, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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