Allison Transmission Holdings Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.33% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.01 | |
| 0.9367 | 154.35 | |
| 0.0461 | 13.48 | |
| 0.0020 | 0.25 | |
| 0.0042 | 1.16 | |
| 0.9953 | 161.90 |
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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