Comcast Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.14% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 12.78 | |
| 0.0225 | 13.00 | |
| 0.9573 | 791.17 | |
| 0.0354 | 10.77 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities