Allison Transmission Holdings Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.37% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 2.86 | |
| 0.0512 | 8.54 | |
| 0.9806 | 299.86 | |
| -0.0442 | -8.33 |
Estimation Period:
Mar 15, 2012 to Feb 6, 2026
Mar 15, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Allison Transmission Holdings Inc Analyses
Other EGARCH Analyses on Equities