AdvanSix Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.23% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6705 | 12.43 | |
| 0.0417 | 7.10 | |
| 0.8433 | 92.94 | |
| 0.0662 | 4.91 |
Estimation Period:
Sep 15, 2016 to Feb 13, 2026
Sep 15, 2016 to Feb 13, 2026
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