Arthur J Gallagher & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:60.04% (-4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0654 | 20.79 | |
| 0.0877 | 22.06 | |
| 0.8534 | 286.36 | |
| 0.0857 | 9.12 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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