BlackRock Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.80% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0592 | 18.88 | |
| 0.0425 | 16.41 | |
| 0.9123 | 405.83 | |
| 0.0661 | 11.46 |
Estimation Period:
Oct 1, 1999 to Feb 13, 2026
Oct 1, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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