Amentum Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:80.85% (-17.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3577 | 9.14 | |
| 0.1136 | 4.35 | |
| 0.5855 | 21.75 | |
| 0.2988 | 4.63 |
Estimation Period:
Sep 30, 2024 to Feb 13, 2026
Sep 30, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Amentum Holdings Inc Analyses
Other GJR-GARCH Analyses on Equities