Clorox Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.36% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 22.42 | |
| 0.0712 | 19.78 | |
| 0.8881 | 310.52 | |
| 0.0478 | 6.21 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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