Acuity Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:42.69% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1385 | 11.72 | |
| 0.0000 | 0.00 | |
| 0.9406 | 360.66 | |
| 0.0702 | 15.36 |
Estimation Period:
Dec 3, 2001 to Feb 13, 2026
Dec 3, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities