Federal Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.15% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 14.46 | |
| 0.0908 | 23.53 | |
| 0.9121 | 384.86 | |
| -0.0129 | -2.24 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
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