Automatic Data Processing Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.45% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 15.44 | |
| 0.0247 | 13.59 | |
| 0.9281 | 465.21 | |
| 0.0645 | 13.22 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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