Allison Transmission Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.99% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3399 | 11.01 | |
| 0.0342 | 3.05 | |
| 0.8913 | 22.62 | |
| 0.0936 | 5.22 | |
| -0.1229 | -4.27 | |
| 0.0314 | 1.72 |
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 Zero Slope Spline-GARCH Analyses on Equities