ABM Industries Inc GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
24.00%
increased by 1.74%
1 Week
25.83%
increased by 3.57%
1 Month
29.66%
increased by 7.40%
Analysis last updated: Thursday, June 4, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3989 | 28.04 | |
| 0.1625 | 15.15 | |
| 0.7080 | 100.08 | |
| 0.0831 | 4.30 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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