AECOM GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.44% (+5.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2575 | 14.37 | |
| 0.0745 | 12.20 | |
| 0.8316 | 114.15 | |
| 0.0854 | 8.34 |
Estimation Period:
May 10, 2007 to Feb 6, 2026
May 10, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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