Alexandria Mineral Oils Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:22.91% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1137 | 14.69 | |
| 0.0777 | 11.74 | |
| 0.9147 | 279.65 | |
| -0.0306 | -3.70 |
Estimation Period:
Oct 1, 2005 to Feb 12, 2026
Oct 1, 2005 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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