Masco Corp GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.90% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0409 | 14.29 | |
| 0.0434 | 29.21 | |
| 0.9483 | 517.61 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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