Allstate Corp/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.98% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 12.24 | |
| 0.0197 | 9.36 | |
| 0.9411 | 563.86 | |
| 0.0671 | 16.95 |
Estimation Period:
Jun 3, 1993 to Feb 6, 2026
Jun 3, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Allstate Corp/The Analyses
Other GJR-GARCH Analyses on Equities