AAR Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.70% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 10.49 | |
| 0.0105 | 8.65 | |
| 0.9732 | 812.33 | |
| 0.0239 | 10.75 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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