Auto & Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.75% (-5.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9350 | 6.84 | |
| 0.2262 | 7.07 | |
| 0.6603 | 24.11 | |
| 0.2269 | 2.16 |
Estimation Period:
Jan 20, 2022 to Feb 6, 2026
Jan 20, 2022 to Feb 6, 2026
News Impact Curve
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