General Motors Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.92% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 8.98 | |
| 0.0124 | 8.42 | |
| 0.9606 | 430.38 | |
| 0.0380 | 8.30 |
Estimation Period:
Nov 18, 2010 to Feb 20, 2026
Nov 18, 2010 to Feb 20, 2026
News Impact Curve
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