Path Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:53.56% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8615 | 18.34 | |
| 0.1647 | 14.02 | |
| 0.8163 | 134.10 | |
| -0.0043 | -0.23 |
Estimation Period:
Mar 12, 2007 to Feb 13, 2026
Mar 12, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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