Allison Transmission Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.52% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3354 | 10.86 | |
| 0.0341 | 3.04 | |
| 0.8917 | 22.73 | |
| 0.0923 | 4.72 | |
| -0.1197 | -3.52 | |
| 0.0249 | 0.66 |
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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