Allison Transmission Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.17% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0622 | 8.91 | |
| 0.0000 | 0.00 | |
| 0.9601 | 281.40 | |
| 0.0386 | 9.34 |
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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