Acadian Asset Management Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.61% (-1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1267 | 9.91 | |
| 0.0290 | 8.86 | |
| 0.9245 | 220.34 | |
| 0.0444 | 5.16 |
Estimation Period:
Oct 9, 2014 to Feb 6, 2026
Oct 9, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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