Arrow Electronics Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.54% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1627 | 5.65 | |
| 0.0360 | 8.49 | |
| 0.9065 | 227.37 | |
| 0.0602 | 4.61 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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