ABM Industries Inc GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 25th, 2026
1 Day
26.94%
decreased by 0.51%
1 Week
28.17%
increased by 0.72%
1 Month
30.83%
increased by 3.38%
Analysis last updated: Wednesday, June 24, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4010 | 28.14 | |
| 0.1634 | 15.29 | |
| 0.7076 | 100.08 | |
| 0.0811 | 4.22 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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