Allison Transmission Holdings Inc GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.71% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0690 | 10.43 | |
| 0.0242 | 11.06 | |
| 0.9532 | 265.80 |
Estimation Period:
Mar 15, 2012 to Feb 6, 2026
Mar 15, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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